Toshinao Yoshiba

MaRDI QIDQ2013293zbMATH OpenFDO

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
Measuring and testing tail equivalence Journal of Multivariate Analysis	2025-08-06	Paper
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-<i>t</i> 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

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