Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress

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Bibliographic Information

Title
"Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress"
Other Title
  • IMES
Statement of Responsibility
Yasuhiro Yamai and Toshinao Yoshiba
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2002
Book size
30 cm

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Notes

References: p. 67-70

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Details 詳細情報について

  • CRID
    1130282271432825344
  • NII Book ID
    BA57619418
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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