@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00041979, author = {Kunitomo, Naoto and Sato, Seisho}, month = {Jul}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {A Generalized SSAR Model and Predictive Distribution with an Application to VaR}, year = {2001} }