The EaR model and the expanded VaR model : an application to bond portfolios (IMES discussion paper ; no. 97-E-9)

The EaR model and the expanded VaR model : an application to bond portfolios

(IMES discussion paper ; no. 97-E-9)

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Material Type: 図書
Title: The EaR model and the expanded VaR model : an application to bond portfolios
Author/Editor: [by] Shigeru Yoshifuji
Series Title: IMES discussion paper ; no. 97-E-9
Author Heading: 吉藤, 茂, 1962- ヨシフジ, シゲル, 1962- ( 00711503 )Authorities
Publication, Distribution, etc.: Tokyo : Institute for Monetary and Economic Studies, Bank of Japan
Publication Date: 1997
Publication Date (W3CDTF): 1997
Extent: 20 p.
Size: 30 cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: DA49
Target Audience: 一般
Note (General): Includes bibliographical referenses
Holding library: 国立国会図書館
Call No.: DA49-A125
Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 000008116425
http://id.ndl.go.jp/bib/000008116425
National Bibliography No. (JPNO): 20987413
Cataloging Rule: Nippon Cataloging Rules 1942, 1952, 1965 Edition
Bibliographic Record Category (NDL): 113