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  1. D.行事資料
  2. オープンハウス・ポスター発表
  3. 2021年

GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series

http://hdl.handle.net/10787/00034284
http://hdl.handle.net/10787/00034284
b7464d15-9503-4dee-8364-b6a70f5efe8a
名前 / ファイル ライセンス アクション
openhouse2021-e31kaibuchi.pdf openhouse2021-e31kaibuchi.pdf (2.6 MB)
Item type 会議発表用資料 / Presentation(1)
公開日 2021-06-01
タイトル
タイトル GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
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

WEKO 94468

貝淵, 響

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川崎, 能典

× 川崎, 能典

WEKO 94469

川崎, 能典

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Gilles, Stupfler

× Gilles, Stupfler

WEKO 94470

Gilles, Stupfler

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Kaibuchi, Hibiki

× Kaibuchi, Hibiki

WEKO 94471

en Kaibuchi, Hibiki

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Kawasaki, Yoshinori

× Kawasaki, Yoshinori

WEKO 94472

en Kawasaki, Yoshinori

Search repository
Gilles, Stupfler

× Gilles, Stupfler

WEKO 94473

en 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, 2021.6.18
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)、R3.6.18
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 2021-06-18
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