List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| scientific article; zbMATH DE number 7660129 (Why is no real title available?) | 2023-03-07 | Paper |
| Copula-based measures of asymmetry between the lower and upper tail probabilities Statistical Papers | 2022-12-21 | Paper |
| scientific article; zbMATH DE number 7387531 (Why is no real title available?) | 2021-08-27 | Paper |
| Maximum likelihood estimation of skew-t copulas with its applications to stock returns Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
| Analytical solutions for expected loss and standard deviation of loss with an additional loan Asia-Pacific Financial Markets | 2017-08-17 | Paper |
| A collateralized loan's loss under a quadratic Gaussian default intensity process Quantitative Finance | 2014-03-04 | Paper |
| COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) Journal of the Operations Research Society of Japan | 2002-01-01 | Paper |
Research outcomes over time
This page was built for person: Toshinao Yoshiba
