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Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao - 2013
Persistent link: https://www.econbiz.de/10010189914
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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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Model risk and its control
Katō, Toshiyasu; Yoshiba, Toshinao - 2000
Persistent link: https://www.econbiz.de/10001486141
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On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro; Yoshiba, Toshinao - 2001
Persistent link: https://www.econbiz.de/10001564769
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On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro; Yoshiba, Toshinao - In: Monetary and economic studies 20 (2002) 1, pp. 57-85
Persistent link: https://www.econbiz.de/10001636734
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Model risk and its control
Katō, Toshiyasu; Yoshiba, Toshinao - In: Monetary and economic studies 18 (2000) 2, pp. 129-157
Persistent link: https://www.econbiz.de/10001539621
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Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki - In: Finance research letters 51 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014304842