Yoshizawa Yasukazu 吉澤容一

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Yasukazu Yoshizawa 吉澤容一

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Researcher Number	20821929
Other IDs
Affiliation (Current)	2026: 東洋大学, 現代社会総合研究所, 客員研究員 2026: 富士大学, 経済学部, 非常勤講師
Affiliation (based on the past Project Information) *help	2024: 富士大学, 経済学部, 非常勤講師 2023 – 2024: 富士大学, 経済学部, 教授 2018 – 2022: 東洋大学, 経営学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / 0107:Economics, business administration, and related fields
Keywords	Principal Investigator 発展方程式 / 動的な定量的リスク管理 / コピュラ / リスク尺度 / Value at Risk / Copula / 定量的リスク管理 / 時間発展コピュラの一般化

Research Projects
(2 results)
Research Products
(4 results)

Dynamic Quantitative Risk Management applying CopulaPrincipal Investigator
- Principal Investigator
  
  Yasukazu Yoshizawa
- Project Period (FY)
  2019 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Fuji University
  Toyo University
一般化時間発展コピュラを中心とする動的な定量的リスク管理の研究Principal Investigator
- Principal Investigator
  
  吉澤容一
- Project Period (FY)
  2018 – 2019
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Toyo University

All 2022 2020 2018

All Journal Article Presentation

[Journal Article] Long memory estimation in a non-Gaussian bivariate process2022
- Author(s)
  Ledys Llasmin Salazar GomeZ,Soledad Trres, Jozef Kisel'ak, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlik
- Journal Title
  
  Applied Mathematics and Computation
  
  Volume: 420 Pages: 126871-126871
- DOI
  10.1016/j.amc.2021.126871
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13741
[Journal Article] Remarks on a copula-based Value at Risk2020
- Author(s)
  ANDRES MAURICIO MOLINA BARRETO; NAOYUKI ISHIMURA; YASUKAZU YOSHIZAWA
- Journal Title
  
  THE INSTITUTE OF BUSINESS RESEARCH Chuo University Working Paper Series
  
  Volume: 55 Pages: 1-9
- Open Access
- Data Source
  KAKENHI-PROJECT-19K13741
[Journal Article] Time evolution of copulas and foreign exchange markets2018
- Author(s)
  Ivan Kupka, Jozef Kisel'ak, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlik
- Journal Title
  
  Information Sciences
  
  Volume: 467 Pages: 163-178
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05703
[Presentation] Value at Risk for the portfolio problem with copulas2018
- Author(s)
  Naoyuki Ishimura, Yasukazu Yoshizawa
- Organizer
  Science and Mathematics International Conference (SMIC 2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H05703