{"id":94,"date":"2025-05-22T11:33:31","date_gmt":"2025-05-22T15:33:31","guid":{"rendered":"https:\/\/annac.expressions.syr.edu\/?page_id=94"},"modified":"2025-05-22T11:40:25","modified_gmt":"2025-05-22T15:40:25","slug":"book-chapters","status":"publish","type":"page","link":"https:\/\/annac.expressions.syr.edu\/?page_id=94","title":{"rendered":"Book Chapters"},"content":{"rendered":"\n<ul style=\"font-size:14px\"><li>&#8220;Composite Goodness-of-Fit Tests for Left-Truncated Loss Samples,&#8221; (with S.T. Rachev and F.J. Fabozzi), in C.-F. Lee (ed.) <em>Handbook of Financial Econometrics and Statistics<\/em>, Springer, New York, 2013<\/li><li>&#8220;Operational Risk,&#8221; (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) <em>Encyclopedia of Financial Models<\/em>, Vol. III, 81-89,  John Wiley &amp; Sons, Hoboken, New Jersey, 2012<\/li><li>&#8220;Operational Risk Models,&#8221; (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) <em>Encyclopedia of Financial Models<\/em>, Vol. III, 91-101, John Wiley &amp; Sons, Hoboken, New Jersey, 2012<\/li><li>&#8220;Modeling Operational Loss Distributions,&#8221; (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) <em>Encyclopedia of Financial Models<\/em>, Vol. III, 103-120, John Wiley &amp; Sons, Hoboken, New Jersey, 2012<\/li><li>&#8220;Estimation of Operational Value-at-Risk in the Presence of Minimum Collection Threshold: An Empirical Study,&#8221; (with C. Menn, S.T. Rachev, and S. Truck), in D. Rosch and H. Scheule (eds.) <em>Model Risk: Identification, Measurement, and Management<\/em>, Risk Books, London, 359-419, 2010<\/li><li>&#8220;Treatment of Missing Data in the Field of Operational Risk: The Impacts on Parameter Estimates, EL and UL,&#8221; (with C. Menn, S. Truck, S.T. Rachev, and M. Moscadelli), in E. Davis (ed.) <em>The Advanced Measurement Approach to Operational Risk<\/em>, Risk Books, London, 145-168, 2007<\/li><li>&#8220;Empirical Examination of Operational Loss Distributions,&#8221; (with S.T. Rachev and C. Menn), in M. Morlock et al (eds.) <em>Perspectives on Operational Research<\/em>, Deutscher Universitats-Verlag\/GWV Fachverlage GmbH, Wiesbaden, Germany, 379-401, 2006<\/li><li>&#8220;Stable Modeling of Operational Risk,&#8221; (with S.T. Rachev), in M.G. Cruz (ed.) <em>Operational Risk Modelling and Analysis, Theory and Practice<\/em>, Risk Books, London, 139-169, 2004<br><\/li><\/ul>\n","protected":false},"excerpt":{"rendered":"<p>&#8220;Composite Goodness-of-Fit Tests for Left-Truncated Loss Samples,&#8221; (with S.T. Rachev and F.J. Fabozzi), in C.-F. Lee (ed.) Handbook of Financial Econometrics and Statistics, Springer, New York, 2013 &#8220;Operational Risk,&#8221; (with S.T. Rachev and F.J. Fabozzi), in F.J. Fabozzi (ed.) Encyclopedia of Financial Models, Vol. III, 81-89, John Wiley &amp; Sons, Hoboken, New Jersey, 2012 &#8220;Operational [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":20,"menu_order":3,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/94"}],"collection":[{"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=94"}],"version-history":[{"count":1,"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/94\/revisions"}],"predecessor-version":[{"id":95,"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/94\/revisions\/95"}],"up":[{"embeddable":true,"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=\/wp\/v2\/pages\/20"}],"wp:attachment":[{"href":"https:\/\/annac.expressions.syr.edu\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=94"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}