@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042622, author = {Takahashi, Makoto and Watanabe, Toshiaki and Omori, Yasuhiro}, month = {Feb}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution}, year = {2014} }