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一橋論叢 = The Hitotsubashi review >
119巻5号 (1998.5) >

Please use this identifier to cite or link to this item: http://doi.org/10.15057/11989

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Title: VaR 計測における重み付き推定値の利用について
Other Titles: A Note on Weighted Maximum Likelihood Estimators and Their Application in VaR Calculation
Authors: 大上, 慎吾  
Issue Date: 1-May-1998
Publisher: 日本評論社
Citation: 一橋論叢
Volume: 119
Issue: 5
Start Page: 584
End Page: 591
Citation note: (商学部号 = Commerce and Management)
Description: 論文タイプ||論説
Language: jpn
DOI: 10.15057/11989
Text Version: publisher
Appears in Collections:119巻5号 (1998.5)

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