Open Access
| Issue |
ITM Web Conf.
Volume 67, 2024
The 19th IMT-GT International Conference on Mathematics, Statistics and Their Applications (ICMSA 2024)
|
|
|---|---|---|
| Article Number | 01033 | |
| Number of page(s) | 12 | |
| Section | Mathematics, Statistics and Their Applications | |
| DOI | https://doi.org/10.1051/itmconf/20246701033 | |
| Published online | 21 August 2024 | |
- A. Chernobai, S. Rachev, F. Fabozzi. Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis. NJ: John Wiley (2007). [Google Scholar]
- J. Beirlant, Y. Goegebeur, J. Segers, J. Teugels. Statistics of Extremes: Theory and Applications. Chichester (UK): Wiley (2004). [CrossRef] [Google Scholar]
- R. Maphalla, M. Mokhoabane, M. Ndou, S.C. Shongwe. In: Applied Probability Theory-New Perspectives, Recent Advances and Trends. IntechOpen, London, (2023) [Google Scholar]
- D.E. Sanders. British Int J, 11, 519–557 (2005). [Google Scholar]
- O. Jakata, D. Chikobvu. Stat, Optim & Inf Comp, 8, 915–933 (2022). [Google Scholar]
- S.H. Bhatti, M. Umar, S.C. Shongwe, M. Irfan, M.U. Hassan. Polish JEnvir Stud. 33 (2024). [Google Scholar]
- V.O. Adreev, S.E. Tinykov, O.P. Ovchinnikova, G.P. Parahin. J Siberian Fed Univ, 111–121 (2012). [Google Scholar]
- P. Sweeting. Financial Enterprise Risk Management. Cambridge Univ Press (2011). [CrossRef] [Google Scholar]
- D. Chikobvu, O. Jakata. Stat Opt & Info Comp, 8, 915–933 (2020). [CrossRef] [Google Scholar]
- O. Jakata, D. Chikobvu. J Econ Fin Sci, 12, a407 (2019). [Google Scholar]
- O. Jakata, D. Chikobvu. J Stat Appl Prob, 12, 1515–1534 (2023). [CrossRef] [Google Scholar]
- P. Mushori, D. Chikobvu. In: Cryptocurrencies - Financial Technologies of the Future. IntechOpen: London (2024). [Google Scholar]
- S.I. Hussain, N. Masseran, N. Ruza, M.A. Safari. J Phys: Conf Ser, 1988, 012091 (2021). [CrossRef] [Google Scholar]
- K.D. Edem, M. Ndengo. J Fin Risk Manag, 10, 225–240 (2021). [Google Scholar]
- S. Benito, C. López-Martín, M.Á. Navarro. Risk Manag, 25 (2023). [Google Scholar]
- A. Stephenson. Package ‘evd’: R package version 2.3-6.1 (2022). [Google Scholar]
- C. Scarrott, A. MacDonald. REVSTAT, 10, 33–60 (2012). [MathSciNet] [Google Scholar]
- S. Coles, E. Powel. Int Stat Rev, 64 (1996). [Google Scholar]
- M.A. Ribatet. A user’s guide to the pot package version 1.4 (2006). [Google Scholar]
- S. Geman, E. Bienenstock, R. Doursat. Neural Computation, 4, 1–58 (1992). [CrossRef] [Google Scholar]
- J.D. Cryer, K. Chan. Time series analysis with applications in R. Springer (2008). [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.