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What's New    Last Update: 2015/5/21

CIRJE News 

Professor Katsumi Shimotsu appointed the director of CIRJE. (April 1, 2015)


Workshops   




People

 

CIRJE is pleased to welcome the following new visitors and guests:

      Visiting term                    Name (Affiliation)
2015.5.11 to 2015.6.4 笠原博幸 (The University of British Columbia)
2015.5.10 to 2015.8.10  Daniel Aldrich (Purdue University)
2015.4.1 to 2016.3.31  Masaru Inaba (Kansai University)


Discussion Papers   

CIRJE-F-976 Takahashi, Akihiko and Toshihiro Yamada, "An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver", May 2015.
CIRJE-F-975 Takahashi, Makoto, Toshiaki Watanabe, and Yasuhiro Omori, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution", May 2015.
CIRJE-F-974 Ohashi, Hiroshi and Yuya Toyama, "The Effects of Domestic Mergers on Exports: A Case Study of the 1998 Korean Automobile Industry", May 2015.
CIRJE-F-973 Shiraya, Kenichiro and Akihiko Takahashi, "An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets", May 2015.
CIRJE-F-972 Okazaki, Tetsuji, "Bank Behavior in Regional Finance and the Development of Regional Industries: The Case of Prewar Fukushima, Japan", May 2015.
CIRJE-F-971 Kawakubo, Yuki, Tatsuya Kubokawa and Muni S. Srivastava, "A Variant of AIC Using Bayesian Marginal Likelihood", April 2015.
CIRJE-F-965 Kunitomo, Naoto, Hiroumi Misaki and Seisho Sato, "The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling", March 2015.
CIRJE-F-962 Abe, Makoto, "Deriving Customer Lifetime Value from RFM Measures:Insights into Customer Retention and Acquisition", March 2015.
CIRJE-F-964 Sato, Seisho and Naoto Kunitomo, "A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises", March 2015.
CIRJE-F-962 Abe, Makoto, "Deriving Customer Lifetime Value from RFM Measures:Insights into Customer Retention and Acquisition", March 2015.
CIRJE-F-970 Ikeda, Yuki, Tatsuya Kubokawa and Muni S. Srivastava, "Comparison of Linear Shrinkage Estimators of a Large Covariance Matrix in Normal and Non-normal Distributions", March 2015.




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