Yamai, Y., & Yoshiba, T. (2002). Comparative analyses of expected shortfall and VaR. Institute for Monetary and Economic Studies.
Chicago Style (17th ed.) CitationYamai, Yasuhiro, and Toshinao Yoshiba. Comparative Analyses of Expected Shortfall and VaR. Tokyo: Institute for Monetary and Economic Studies, 2002.
MLA (9th ed.) CitationYamai, Yasuhiro, and Toshinao Yoshiba. Comparative Analyses of Expected Shortfall and VaR. Institute for Monetary and Economic Studies, 2002.
Warning: These citations may not always be 100% accurate.