Japanese Joint Statistical Meeting 2022

Presentation information

企画セッション

[1HAM] (16) 非対称分布の理論と応用

Mon. Sep 5, 2022 10:30 AM - 12:30 PM H会場 (9号館502教室)

Organizer: Chair:

[1HAM-04] High-frequency realized stochastic volatility model with skew-t distribution

渡部 敏明1、〇中島 上智1 (1. 一橋大)

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