Ryugaku Jinja · Professor Archive
Public Professor Archive
Toshinao Yoshiba吉羽 要直
Tokyo Metropolitan University · Graduate School of Business Administration · 教授
- Publications
- 4
- Projects
- 3
- Keywords
- 7
留学
神社Tokyo Metropolitan University · Graduate School of Business Administration · 教授
Research keywordscopula models・skew normal copula・skew t copula・tail asymmetry・credit risk・expected loss modeling・quantitative finance
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- Ito, K. and Yoshiba, T. (2025), "Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management: Dynamic skew-t copula approach," International Review of Economics & Finance, 97, 103724.2025 · 研究業績 · _other
- Yoshiba, T., Koike, T. and Kato, S. (2023), "On a Measure of Tail Asymmetry for the Bivariate Skew-Normal Copula," Symmetry, 15(7), 1410.2023 · 研究業績 · _other
- 吉羽要直 (2021)，「極値での従属性および非対称性と信用ポートフォリオリスク」，『日本統計学会誌』，51(1)，157–178.2021 · 研究業績 · _other
- 吉羽要直 (2020)，「非対称t接合関数の性質と統計的推定方法 ―資産価格変動への応用―」，『統計数理』，68(1)，45–63.2020 · 研究業績 · _other
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