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A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation
http://hdl.handle.net/10787/00034171
http://hdl.handle.net/10787/00034171ac09bd3e-6b7d-449e-8b51-36894c1a4675
名前 / ファイル | ライセンス | アクション |
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Item type | 会議発表用資料 / Presentation(1) | |||||
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公開日 | 2020-10-14 | |||||
タイトル | ||||||
タイトル | A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_c94f | |||||
資源タイプ | conference object | |||||
著者 |
貝淵, 響
× 貝淵, 響× 川崎, 能典× Gilles, Stupfler× Kaibuchi, Hibiki× Kawasaki, Yoshinori× Gilles, Stupfler |
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内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | ISM Online Open House, 2020.10.27 | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 統計数理研究所オープンハウス(オンライン開催)、R2.10.27 | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | ポスター発表 | |||||
書誌情報 | 発行日 2020-10-27 |