@inbook{5e2524339a224565ae6d64d705b4d348,
title = "On the (Ir)Relevancy of Value-at-Risk Regulation",
author = "Cumperayot, \{Phornchanok J.\} and J{\'o}n Dan{\'i}elsson and J{\o}rgensen, \{Bj{\o}rn N.\} and \{de Vries\}, \{Casper G.\}",
year = "2000",
language = "English",
isbn = "038798996X ",
series = "Lecture Notes in Statistics",
publisher = "Springer",
number = "147",
pages = "103--119",
editor = "J{\"u}rgen Franke and Wolfgang H{\"a}rdle and Gerhard Stahl",
booktitle = "Measuring Risk in Complex Stochastic Systems",
address = "Germany",
}