Author,Title,Journal,ISSN,Publisher,Date,Volume,Number,Page,URL,URL(DOI)
Yuta Katsuki and Koichi Matsumoto,Tail VaR measures in a multi-period setting,Discussion paper series,,Fukuoka : Faculty of Economics,2010-03,2010,3,1-22,https://cir.nii.ac.jp/crid/1520009407958658176,