Items where Author is "Cumperayot, Phornchanok J."

Book Section

Cumperayot, Phornchanok J., Danielsson, Jon, Jorgensen, Bjorn N. and Vries, Casper G. (2000) On the (Ir)relevancy of value-at-risk regulation. In: Franke, Jürgen, Stahl, Gerhard and Härdle, Wolfgang, (eds.) Measuring Risk in Complex Stochastic Systems. Lecture Notes in Statistics,147. Springer Science+Business Media B.V., New York, 99 - 117. ISBN 9780387989969