Comparative analyses of expected shortfall and VaR: [1] Their estimation error, decomposition, and optimization
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Institute for Monetary and Economic Studies
2001
|
| Series: | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series
2001,12 |
| Physical Description: | 43 S. |
Staff View
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:56:53Z |
| institution | BVB |
| language | English |
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| physical | 43 S. |
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| series | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |
| series2 | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and VaR [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yosiba Tokyo Institute for Monetary and Economic Studies 2001 43 S. txt rdacontent n rdamedia nc rdacarrier Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series 2001,12 Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan ... Yoshiba, Toshinao Verfasser aut (DE-604)BV013921179 1 Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series 2001,12 (DE-604)BV010647223 2001,12 |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao Comparative analyses of expected shortfall and VaR Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |
| title | Comparative analyses of expected shortfall and VaR |
| 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 [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yosiba |
| title_fullStr | Comparative analyses of expected shortfall and VaR [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yosiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and VaR [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yosiba |
| title_short | Comparative analyses of expected shortfall and VaR |
| title_sort | comparative analyses of expected shortfall and var their estimation error decomposition and optimization |
| volume_link | (DE-604)BV013921179 (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro comparativeanalysesofexpectedshortfallandvar1 AT yoshibatoshinao comparativeanalysesofexpectedshortfallandvar1 |