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Operational risk measurement based on multi-time scale dependence

Yanpeng Chang, Jianping Li, Xiaoqian Zhu, YingHui Wang. Operational risk measurement based on multi-time scale dependence. In Yong Shi 0001, Jianping Li 0001, Gang Kou, Daniel Berg, James M. Tien, editors, Proceedings of the 9th International Conference on Information Technology and Quantitative Management, ITQM 2022, Global Green Digital Economy: Challenges and Development, December 9-11, 2022, Beijing, China. Volume 214 of Procedia Computer Science, pages 664-670, Elsevier, 2022. [doi]

Authors

Yanpeng Chang

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Jianping Li

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Xiaoqian Zhu

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YingHui Wang

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