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Identifier to cite or link to this item: https://doi.org/10.15057/11989
Identifier to cite or link to this item: https://hdl.handle.net/10086/11989

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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
A Note on Weighted Maximum Likelihood Estimators and Their Application in VaR Calculation
VAR ケイソク ニオケル オモミ ツキ スイテイ チ ノ リヨウ ニツイテ
Creator
Creator Name
大上, 慎吾 大上, 慎吾
Oue, Shingo Oue, Shingo
オオウエ, シンゴ オオウエ, シンゴ
Affiliation
Affiliation Name
一橋大学
Editor
Contributor Name
一橋大学一橋学会
Description
論文タイプ||論説
(商学部号 = Commerce and Management)
Publisher
日本評論社
Issued Date
1998-05-01
Language
Japanese(jpn)
Resource Type
departmental bulletin paper
Version Type
VoR
selfDOI
10.15057/11989
ISSN
0018-2818
NCID
AN00208224
Source Title
一橋論叢
Volume Number
119
Issue Number
5
Page Start
584
Page End
591
Appears in Collections
119巻5号 (1998.5)
URL
https://hdl.handle.net/10086/11989