APA (7th ed.) Citation

Yamai, Y., & Yoshiba, T. (2001). Comparative analyses of expected shortfall and VaR. Institute for Monetary and Economic Studies.

Chicago Style (17th ed.) Citation

Yamai, Yasuhiro, and Toshinao Yoshiba. Comparative Analyses of Expected Shortfall and VaR. Tokyo: Institute for Monetary and Economic Studies, 2001.

MLA (9th ed.) Citation

Yamai, Yasuhiro, and Toshinao Yoshiba. Comparative Analyses of Expected Shortfall and VaR. Institute for Monetary and Economic Studies, 2001.

Warning: These citations may not always be 100% accurate.