@misc{oai:ismrepo.ism.ac.jp:00033923,
 author = {貝淵, 響 and 川崎, 能典 and Stupfler, Gilles and Kaibuchi, Hibiki and Kawasaki, Y. and Stupfler, Gilles},
 month = {Jun},
 note = {Open House, ISM in National Center of Sciences Building, 2019.6.05, 統計数理研究所オープンハウス（学術総合センター）、R1.6.5, ポスター発表},
 title = {Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity},
 year = {2019}
}