Browse
S-Space
College of Natural Sciences (자연과학대학)
Dept. of Statistics (통계학과)
Theses (Master's Degree_통계학과)
Modelling Operational Risk Losses with Regularizaiton Methods and Copula Functions
정칙화 방법과 코퓰라 함수를 이용한 운영리스크 손실의 모형화 연구
- Authors
- 윤정연
- Advisor
- 김우철
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 운영리스크; Operational Risk; 코퓰라 함수; Copula Function; 다차원 공분산 행렬 추정; Shrinkage Covariance Matrix Estimator
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과,2010.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033060
http://hdl.handle.net/10371/65320
- Files in This Item: There are no files associated with this item.
- Appears in Collections:
- College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.