On the validity of value-at-risk : comparative analyses with expected shortfall
CiNii
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Bibliographic Information
- Title
- "On the validity of value-at-risk : comparative analyses with expected shortfall"
- Statement of Responsibility
- Yasuhiro Yamai and Toshinao Yoshiba
- Publisher
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- Bank of Japan. Institute for Monetary and Economic Studies
- Publication Year
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- 2001
- Book size
- 30 cm
- Uniform Title
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- Yamai, Yasuhiro
- Yoshiba, Toshinao
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Notes
Bibliography: p. 33-34
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Details 詳細情報について
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- CRID
- 1130282269709630592
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- NII Book ID
- BA55812461
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- Text Lang
- en
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- Country Code
- ja
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- Title Language Code
- en
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- Place of Publication
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- Tokyo
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- Classification
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- DC: 332
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- Data Source
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- CiNii Books