Comparative analyses of expected shortfall and VaR:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Institute for Monetary and Economic Studies
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| Series: | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan
... |
| Subjects: |
Staff View
MARC
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Record in the Search Index
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| author | Yamai, Yasuhiro Yoshiba, Toshinao |
| author_facet | Yamai, Yasuhiro Yoshiba, Toshinao |
| author_role | aut aut |
| author_sort | Yamai, Yasuhiro |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:55:52Z |
| institution | BVB |
| language | English |
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| series2 | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and VaR Yasuhiro Yamai and Toshinao Yosiba Comparative analyses of expected shortfall and value-at-risk Tokyo Institute for Monetary and Economic Studies txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan ... Value at Risk (DE-588)4519495-6 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Marktrisiko (DE-588)4506224-9 gnd rswk-swf Value at Risk (DE-588)4519495-6 s Marktrisiko (DE-588)4506224-9 s Wechselkurs (DE-588)4064921-0 s DE-604 Yoshiba, Toshinao Verfasser aut |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao Comparative analyses of expected shortfall and VaR Value at Risk (DE-588)4519495-6 gnd Wechselkurs (DE-588)4064921-0 gnd Marktrisiko (DE-588)4506224-9 gnd |
| subject_GND | (DE-588)4519495-6 (DE-588)4064921-0 (DE-588)4506224-9 |
| title | Comparative analyses of expected shortfall and VaR |
| title_alt | Comparative analyses of expected shortfall and value-at-risk |
| title_auth | Comparative analyses of expected shortfall and VaR |
| title_exact_search | Comparative analyses of expected shortfall and VaR |
| title_full | Comparative analyses of expected shortfall and VaR Yasuhiro Yamai and Toshinao Yosiba |
| title_fullStr | Comparative analyses of expected shortfall and VaR Yasuhiro Yamai and Toshinao Yosiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and VaR Yasuhiro Yamai and Toshinao Yosiba |
| title_short | Comparative analyses of expected shortfall and VaR |
| title_sort | comparative analyses of expected shortfall and var |
| topic | Value at Risk (DE-588)4519495-6 gnd Wechselkurs (DE-588)4064921-0 gnd Marktrisiko (DE-588)4506224-9 gnd |
| topic_facet | Value at Risk Wechselkurs Marktrisiko |
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