A non-parametric method for calculating conditional stressed value at risk (Working paper series ; no. 14)

A non-parametric method for calculating conditional stressed value at risk

(Working paper series ; no. 14)

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Material Type: 図書
ISSN (series): 2186-8611
Title: A non-parametric method for calculating conditional stressed value at risk
Title Transcription: A non-parametric method for calculating conditional stressed value at risk
Author/Editor: Kohei Marumo [著]
Series Title: Working paper series ; no. 14
Publication, Distribution, etc.: [さいたま] : Faculty of Economics Saitama University
Publication Date: 2017.3
Publication Date (W3CDTF): 2017
Extent: 17p
Size: 30cm
Place of Publication (Country Code): JP
Text Language Code: eng
NDLC: D9
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: D9-B819
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): 028139013
http://id.ndl.go.jp/bib/028139013
National Bibliography No. (JPNO): 22883280
Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
Bibliographic Record Category (NDL): 111