European University Institute Library

Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress

Type

http://bibfra.me/vocab/lite/Instance

Label

Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress

System control number

(OCoLC)49776242

Instantiates

Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress

Access location

Full-text

Carrier category

volume

Media category

unmediated

Publication

Bank of Japan, Tokyo, 2002

Incoming Resources

Item of
1
- Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress

Outgoing Resources

Instantiates
1
- Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress
Access location
1
- Full-text
Carrier category
1
- volume
Media category
1
- unmediated
Publication
1
- Bank of Japan, Tokyo, 2002