Comparative analyses of expected shortfall and value at risk:
Saved in:
Bibliographic Details
Main Authors: Yamai, Yasuhiro (Author), Yoshiba, Toshinao (Author)
Format: Book
Language:English
Published: Tokyo Inst. for Monetary and Economic Studies, Bank of Japan
Series:IMES discussion paper series ...
Item Description:Bd. 1 mit dem Hauptsacht.: Comparative analyses of expected shortfall and VaR

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection!