Tail VaR measures in a multi-period setting

Author(s)

• Katsuki, Yuta
• 松本, 浩一 マツモト, コウイチ

Bibliographic Information

Tail VaR measures in a multi-period setting

Yuta Katsuki, Koichi Matsumoto

（Discussion paper series, no. 2010-3）

Faculty of Economics, Kyushu University, 2010

Note

"March 2010"

Bibliography: p. 22

Details

• NCID: BB02327975
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Fukuoka
• Pages/Volumes: 22 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BA48453314