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電子書籍・電子雑誌

Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization (IMES discussion paper series 2001-E-12)

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Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization(IMES discussion paper series 2001-E-12)

Persistent ID (NDL)
info:ndljp/pid/13124808
Material type
電子書籍・電子雑誌
Author
Institute for Monetary and Economic Studies, Bank of Japanほか
Publisher
日本銀行
Publication date
2001-07
Material Format
Digital
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-
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Digital

Material Type
電子書籍・電子雑誌
Author/Editor
Institute for Monetary and Economic Studies, Bank of Japan
Yasuhiro Yamai
Toshinao Yoshiba
Publication, Distribution, etc.
Publication Date
2001-07
Publication Date (W3CDTF)
2001-07
Text Language Code
eng
Persistent ID (NDL)
info:ndljp/pid/13124808