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Cumperayot, Phornchanok J., Danielsson, Jon 
ORCID: 0009-0006-9844-7960, 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
