Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress
Yasuhiro Yamai and Toshinao Yoshiba
| Year of publication: |
2002
|
|---|---|
| Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
| Publisher: |
Tokyo |
| Subject: | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | 70 S graph. Darst |
|---|---|
| Series: | IMES discussion paper series / Englische Ausgabe. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2002,2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.imes.boj.or.jp/english/publication/edps/fedps2002_index.html Kein mehrbändig begrenztes Werk! |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001676681