@misc{oai:ismrepo.ism.ac.jp:00034290,
 author = {貝淵, 響 and 川崎, 能典 and Gilles, Stupfler and Kaibuchi, Hibiki and Kawasaki, Yoshinori and Gilles, Stupfler},
 month = {Jun},
 note = {ISM Online Open House, 2021.6.18, 統計数理研究所オープンハウス（オンライン開催）、R3.6.18, ポスター発表},
 title = {GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series},
 year = {2021}
}