再配列アルゴリズムを用いたVaR境界の算出 (特集 金融リスク管理における統計的方法)
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- Material Type
- 記事
- Author/Editor
- 小池 孝明南 美穂子白石 博
- Series Title
- Alternative Title
- Calculation of Value-at-Risk Bounds using Rearrangement Algorithm
- Periodical title
- 日本統計学会誌 = Journal of the Japan Statistical Society / 日本統計学会 編
- No. or year of volume/issue
- 45(2):2016.3
- Volume
- 45
- Issue
- 2