Japanese Joint Statistical Meeting 2020

Presentation information


[1EAM] コンペティションセッション(1)

Wed. Sep 9, 2020 10:00 AM - 11:20 AM E会場 (国際会議場 2F 特別会議室205/206)

座長:塚原 英敦(成城大)

10:20 AM - 10:40 AM

[1EAM-02] Bayesian Analysis of Intraday Stochastic Volatility Models of High Frequency Stock Returns with Skew Heavy-Tailed Errors

〇中北 誠1、中妻 照雄1 (1. 慶應義塾大)

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