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

By: Contributor(s): Material type: TextTextSeries: IMES Discussion Paper SeriesPublication details: Tokyo Institute for Monetary and Economic Studies 1997Description: 20pISBN:
DDC classification:
  • DP No. 97-E-9
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Item type Current library Call number Status Barcode
Working Papers (Print) Working Papers (Print) IGIDR DP No. 97-E-9 (Browse shelf(Opens below)) Available G13148

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