APA (7th ed.) Citation

Yamai, Y., & Yoshiba, T. (2001). On the validity of value-at-risk: Comparative analyses with expected shortfall. Institute for Monetary and Economic Studies.

Chicago Style (17th ed.) Citation

Yamai, Yasuhiro, and Toshinao Yoshiba. On the Validity of Value-at-risk: Comparative Analyses with Expected Shortfall. Tokyo: Institute for Monetary and Economic Studies, 2001.

MLA (9th ed.) Citation

Yamai, Yasuhiro, and Toshinao Yoshiba. On the Validity of Value-at-risk: Comparative Analyses with Expected Shortfall. Institute for Monetary and Economic Studies, 2001.