Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Kawasaki, Yoshinori"'
The Value-at-Risk (VaR) is a widely used instrument in financial risk management. The question of estimating the VaR of loss return distributions at extreme levels is an important question in financial applications, both from operational and regulato
Externí odkaz:
http://arxiv.org/abs/2104.09879
Autor:
Jimichi, Masayuki1 (AUTHOR) jimichi@kwansei.ac.jp, Kawasaki, Yoshinori2 (AUTHOR), Miyamoto, Daisuke3 (AUTHOR), Saka, Chika1 (AUTHOR), Nagata, Shuichi1 (AUTHOR)
Publikováno v:
Symmetry (20738994). Sep2023, Vol. 15 Issue 9, p1772. 19p.
Autor:
KAWASAKI, Yoshinori
Publikováno v:
京都メディア史研究年報. 8:73-100
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::8530c4cdcc4b0472630da7172aec40d4
http://hdl.handle.net/2433/274140
http://hdl.handle.net/2433/274140
Autor:
Ueki, Masao, Kawasaki, Yoshinori
Publikováno v:
In Computational Statistics and Data Analysis July 2013 63:31-41
Autor:
KAWASAKI, Yoshinori
Publikováno v:
京都メディア史研究年報. 6:16-38
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::9e86071cf4c04aecad1a2d76fedd42ca
http://hdl.handle.net/2433/250706
http://hdl.handle.net/2433/250706
Publikováno v:
In Journal of Econometrics 2011 165(1):112-127
Autor:
Kawasaki, Yoshinori
Publikováno v:
京都メディア史研究年報. 3:51-64
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::71e40d2813a5ed0e25297fc0bda741d9
http://hdl.handle.net/2433/241497
http://hdl.handle.net/2433/241497
Publikováno v:
In IFAC Proceedings Volumes August-September 2004 37(12):161-166
Autor:
KAWASAKI, Yoshinori
Publikováno v:
京都メディア史研究年報. 2:49-72
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::d05b067a938ec296ba44cc9423c72ed4
http://hdl.handle.net/2433/241483
http://hdl.handle.net/2433/241483