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What's New    Last Update: 2015/7/1

CIRJE News 

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


Workshops   


Individual Meeting (Application : by Invitation Only)


People

 

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

      Visiting term                    Name (Affiliation)
2015.6.29 to 2015.7.3  Yasutora Watanabe (Hong Kong University of Science and Technology)
2015.6.15 to 2015.7.15  Thierry Madiés (University of Fribourg)
2015.5.11 to 2015.7.28, 8.17 to 8.27  Hiroyuki Kasahara (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-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; Revised in June 2015.
CIRJE-F-978 Sugasawa, Shonosuke and Tatsuya Kubokawa, "Heteroscedastic Nested Error Regression Models with Variance Functions", June 2015.
CIRJE-F-977 Kunitomo, Naoto and Seisho Sato, "Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models", June 2015.
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-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.




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