Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress
Year of publication: |
2002
|
---|---|
Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
Published in: |
Monetary and Economic Studies. - Institute for Monetary and Economic Studies. - Vol. 20.2002, 3, p. 181-237
|
Publisher: |
Institute for Monetary and Economic Studies |
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