@misc{oai:ismrepo.ism.ac.jp:00034177, author = {貝淵, 響 and 川崎, 能典 and Gilles, Stupfler and Kaibuchi, Hibiki and Kawasaki, Yoshinori and Gilles, Stupfler}, month = {Oct}, note = {ISM Online Open House, 2020.10.27, 統計数理研究所オープンハウス(オンライン開催)、R2.10.27, ポスター発表}, title = {A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation}, year = {2020} }