Jump to main content

yr 〜
yr

Search results 6

Quantitative Risk Management Using Extreme Value Theory

Quantitative Risk Management Using Extreme Value Theory
Digital博士論文障害者向け資料あり
貝淵, 響, Hibiki, KAIBUCHI2022-09-28
National Diet Library
  • Author Heading貝淵, 響 Hibiki, KAIBUCHI

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

GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Digital文書・図像類
貝淵, 響, 川崎, 能典, Gilles, Stupfler2021-06-18
Other Libraries in Japan
  • Author Heading貝淵, 響 川崎, 能典 Gilles, Stupfler

A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation

A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation
Digital文書・図像類
貝淵, 響, 川崎, 能典, Gilles, Stupfler2020-10-27
Other Libraries in Japan
  • Author Heading貝淵, 響 川崎, 能典 Gilles, Stupfler

Statistical aspects of Extreme Value Theory with an application in seismic analysis

Statistical aspects of Extreme Value Theory with an application in seismic analysis
Digital文書・図像類
貝淵, 響2018-06-15
Other Libraries in Japan
  • Author Heading貝淵, 響

Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity

Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity
Digital文書・図像類
貝淵, 響, 川崎, 能典, Stupfler, Gilles2019-06-05
Other Libraries in Japan
  • Author Heading貝淵, 響 川崎, 能典 Stupfler, Gilles

Quantitative Risk Management Using Extreme Value Theory(統計的極値理論に基づく定量的リスク管理)

Quantitative Risk Management Using Extreme Value Theory(統計的極値理論に基づく定量的リスク管理)
Digital博士論文
貝淵, 響, Hibiki, KAIBUCHI
Available onlineOther Libraries in Japan
  • Author Heading貝淵, 響 Hibiki, KAIBUCHI

Reached to the end of result.

RSS