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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/10787/00034284b7464d15-9503-4dee-8364-b6a70f5efe8a
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 | 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× 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, 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 |