• 190 Citations
  • 8 h-Index
20062017
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Fingerprint Dive into the research topics where Anna Chernobay is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Catastrophe Mathematics
Truncated Distributions Mathematics
Insurance Engineering & Materials Science
Goodness of Fit Test Mathematics
Economics Engineering & Materials Science
Information systems Engineering & Materials Science
Goodness of fit Mathematics
Ruin Probability Mathematics

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Research Output 2006 2017

  • 190 Citations
  • 8 h-Index
  • 9 Article
  • 2 Conference contribution
  • 1 Chapter
Monitoring
IT governance
IT value
Financial markets
Turnover
19 Citations (Scopus)

Composite goodness-of-fit tests for left-truncated loss samples

Chernobay, A., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 575-596 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Goodness of Fit Test
Composite
Goodness of fit
Quantile
Tail

Linking Operational IT failures to IT control weaknesses

Benaroch, M. & Chernobay, A., 2015, 2015 Americas Conference on Information Systems, AMCIS 2015. Americas Conference on Information Systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Availability
Hardware
8 Citations (Scopus)

Information asymmetry around operational risk announcements

Barakat, A., Chernobay, A. & Wahrenburg, M., 2014, In : Journal of Banking and Finance. 48, p. 152-179 28 p.

Research output: Contribution to journalArticle

Announcement
Asymmetry of information
Operational risk
Information asymmetry
Risk management
3 Citations (Scopus)
Material weakness
Japanese firms
Financial instruments
Disclosure
Main bank