Comparative analyses of expected shortfall and value at risk: 3 Their validity under market stress
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
2002
|
| Series: | IMES discussion paper series
2002,2 IMES discussion paper series ... |
| Physical Description: | 70 S. graph. Darst. |
Staff View
MARC
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| id | DE-604.BV027007815 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:57:52Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021351349 |
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| physical | 70 S. graph. Darst. |
| publishDate | 2002 |
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| publisher | Inst. for Monetary and Economic Studies, Bank of Japan |
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| series2 | IMES discussion paper series |
| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and value at risk 3 Their validity under market stress Yasuhiro Yamai and Toshinao Yoshiba Tokyo Inst. for Monetary and Economic Studies, Bank of Japan 2002 70 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2002,2 IMES discussion paper series ... Yoshiba, Toshinao Verfasser aut (DE-604)BV026401443 3 Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2002,2 (DE-604)BV010647223 2002,2 |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao Comparative analyses of expected shortfall and value at risk |
| title | Comparative analyses of expected shortfall and value at risk |
| title_auth | Comparative analyses of expected shortfall and value at risk |
| title_exact_search | Comparative analyses of expected shortfall and value at risk |
| title_full | Comparative analyses of expected shortfall and value at risk 3 Their validity under market stress Yasuhiro Yamai and Toshinao Yoshiba |
| title_fullStr | Comparative analyses of expected shortfall and value at risk 3 Their validity under market stress Yasuhiro Yamai and Toshinao Yoshiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and value at risk 3 Their validity under market stress Yasuhiro Yamai and Toshinao Yoshiba |
| title_short | Comparative analyses of expected shortfall and value at risk |
| title_sort | comparative analyses of expected shortfall and value at risk their validity under market stress |
| volume_link | (DE-604)BV026401443 (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro comparativeanalysesofexpectedshortfallandvalueatrisk3 AT yoshibatoshinao comparativeanalysesofexpectedshortfallandvalueatrisk3 |