Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress

Author(s)

Bibliographic Information

Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress

Yasuhiro Yamai and Toshinao Yoshiba

（IMES discussion paper series, no. 2002-E-2）

Institute for Monetary and Economic Studies, Bank of Japan, 2002

Other Title

IMES

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Note

References: p. 67-70

Related Books： 1-1 of 1

Details

  • NCID
    BA57619418
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tokyo
  • Pages/Volumes
    70, v p.
  • Size
    30 cm
  • Parent Bibliography ID
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