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What's New    Last Update: 2016/7/13



Please click here in case the workshop calendar cannot be reproduced in good order → workshop calendar

Individual Meeting (Application : by Invitation Only)


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

Visiting term Name (Affiliation)
2016.4.1 to 2016.7.31  Yoichi Gokan (Ritsumeikan University)

Discussion Papers   

CIRJE-J-276 Nakano, Masafumi, Seisho Sato, Akihiko Takahashi and Soichiro Takahashi, "Optimal Portfolio with Particle Filtering"May 2016; revised in May 2016; revized in July 2016.
CIRJE-F-1018 Marszalec, Daniel, "Auctions For Complements - An Experimental", 2016年7月.
CIRJE-J-278 Kunitomo, Naoto, Ayao Ehara and Daisuke Kurisu, , "Causality analysis of financial markets by using the multivariate Hawkes Type models", June 2016.
CIRJE-F-1016 Fujii, Masaaki and Akihiko Takahashi, "Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions", June 2016;revised in June 2016.
CIRJE-F-1017 Fukuda, Shin-ichi, "Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York", 2016年6月.
CIRJE-F-1003 Saito, Taiga, Akihiko Takahashi and Hiroshi Tsuda "Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity", March 2016; revised in June 2016..
CIRJE-J-279 Obinata, Takashi, "The Contribution of Research and Development Investments by Sectors to GDP Growth", May 2016.
CIRJE-F-951 Hayashi, Masayoshi and Wataru Yamamoto, "Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan", December 2014;revised in June 2016.
CIRJE-F-1010 Fukui, Takaya, Seisho Sato, and Akihiko Takahashi, "Estimating Style Weights of Mutual Funds by Monte Carlo Filter with Generalized Simulated Annealing", April 2016;revised in June 2016.
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", 2015年5月; revised in June 2016.

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