- 【Updated on May 12, 2025】 Integration of CiNii Dissertations and CiNii Books into CiNii Research
- Trial version of CiNii Research Knowledge Graph Search feature is available on CiNii Labs
- 【Updated on June 30, 2025】Suspension and deletion of data provided by Nikkei BP
- Regarding the recording of “Research Data” and “Evidence Data”
Value-at-Risk in a market subject to regime switching
Bibliographic Information
- Title
- Value-at-Risk in a market subject to regime switching
- Author
- Kawata, R., M.Kijima
Journal
-
- Quantitative Finance (forthcoming)
-
Quantitative Finance (forthcoming) 2007
- Tweet
Details 詳細情報について
-
- CRID
- 1010282257421636620
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN