KOBAYASHI GENYA
   Department   Undergraduate School  , School of Commerce
   Position   Professor
Date 2013/12/01
Presentation Theme Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles, and expectiles
Conference The 7th CSDA International Conference on Computational and Financial Econometrics
Conference Type International
Presentation Type Speech (General)
Contribution Type Individual