1 what's new 
2 workshops 
3 people 
4 discussion papers 
5 conference 1 what's cirje 
2 newsletter 
3 access 1 discussion papers 
2 workshops 
3 conference 1 professors 
2 research associates 
3 staff 1 univ tokyo 
2 economics, etc  
 
Welcome to cirje
e-mail to us
 

to univ tokyo

Japanese / English



What's New    Last Update: 2016/7/13

CIRJE News 


Workshops   

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


Individual Meeting (Application : by Invitation Only)


People

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.




to cirje top page