番号 | 著者 | 題名 | 日付 |
CIRJE-F-998 | Shiraya, Kenichiro and Akihiko Takahashi | "An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models" | 2015年12月 |
CIRJE-F-997 | Fujii, Masaaki and Akihiko Takahashi | "Quadratic-exponential Growth BSDEs with Jumps and Their Malliavin’s Differentiability" | 2015年12月; 2016年10月、2017年3月、2017年9月改訂 |
CIRJE-F-996 | Kunitomo, Naoto and Daisuke Kurisu | "Effects of Jumps and Small Noise in High-Frequency Financial Econometrics" | 2015年11月; 2016年10月改訂 |
CIRJE-F-995 | Ito, Tsubasa and Tatsuya Kubokawa | "Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory" | 2015年11月 |
CIRJE-F-994 | Hannah, Leslie | "Rethinking Corporate Finance Fables: Did the US Lag Europe before 1914?" | 2015年10月 |
CIRJE-F-993 | Fujii, Masaaki and Akihiko Takahashi | "Asymptotic Expansion for Forward-Backward SDEs with Jumps" | 2015年10月 |
CIRJE-F-992 | Kiyota, Kozo and Tetsuji Okazaki | "Assessing the Effects of Japanese Industrial Policy Change during the 1960s" | 2015年10月 |
CIRJE-F-991 | Matsushima, Hitoshi | "Implementation, Verification, and Detection" | 2015年9月 |
CIRJE-F-990 | Arai, Yoichi and Hidehiko Ichimura | "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator" | 2015年9月 |
CIRJE-F-989 | Weese, Eric, Masayoshi Hayashi and Masashi Nishikawa | "Inefficiency and Self-Determination: Simulation-based Evidence from Meiji Japan" | 2015年8月; 2017年3月、2021年5月改訂 |
CIRJE-F-988 | Fujii, Masaaki and Akihiko Takahashi | "Choice of Collateral Currency Updated--A market model for the benchmark pricing--" | 2015年8月 |
CIRJE-F-987 | Mahmud, Minhaj and Yasuyuki Sawada | "Happiness in Life Domains: Evidence from Bangladesh Based on Parametric and Non-Parametric Models" | 2015年8月 |
CIRJE-F-986 | Mahmud, Minhaj and Yasuyuki Sawada | "Infrastructure and Well-being: Employment Effects of Jamuna Bridge in Bangladesh" | 2015年8月 |
CIRJE-F-985 | Ichimura, Hidehiko and Whitney K. Newey | "The Influence Function of Semiparametric Estimators" | 2015年8月 |
CIRJE-F-984 | Arai, Yoichi and Hidehiko Ichimiura | "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator" | 2015年7月 |
CIRJE-F-983 | Sato, Ryoko and Yoshito Takasaki | "Psychic vs. Economic Barriers to Vaccine Take-up: Evidence from a Field Experiment in Nigeria" | 2015年7月 |
CIRJE-F-982 | Tamae, Hiromasa and Tatsuya Kubokawa | "Small Area Predictors with Dual Shrinkage of Means and Variances" | 2015年7月 |
CIRJE-F-981 | Okazaki, Tetsuji | "What Did Corporate Executives, Outside Directors, and Large Shareholders Really Do? Corporate Governance of Tokyo Marine Insurance and Taisho Marine and Fire Insurance" | 2015年7月 |
CIRJE-F-980 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models" | 2015年7月; 2016年8月、2017年7月改訂 |
CIRJE-F-979 | Shirota, Shinichiro, Yasuhiro Omori,Hedibert. F. Lopes and Haixiang Piao | "Cholesky Realized Stochastic Volatility Model" | 2015年7月 |
CIRJE-F-978 | Sugasawa, Shonosuke and Tatsuya Kubokawa | "Heteroscedastic Nested Error Regression Models with Variance Functions" | 2015年6月 |
CIRJE-F-977 | Kunitomo, Naoto and Seisho Sato | "Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models" | 2015年6月 |
CIRJE-F-976 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver" | 2015年5月 |
CIRJE-F-975 | Takahashi, Makoto, Toshiaki Watanabe, and Yasuhiro Omori | "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution" | 2015年5月 |
CIRJE-F-974 | Ohashi, Hiroshi and Yuta Toyama | "The Effects of Domestic Mergers on Exports: A Case Study of the 1998 Korean Automobile Industry" | 2015年5月 |
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; 2015年6月、2015年7月、2015年8月、2016年6月改訂 |
CIRJE-F-972 | Okazaki, Tetsuji | "Bank Behavior in Regional Finance and the Development of Regional Industries: The Case of Prewar Fukushima, Japan" | 2015年5月 |
CIRJE-F-971 | Kawakubo, Yuki, Tatsuya Kubokawa and Muni S. Srivastava | "A Variant of AIC Using Bayesian Marginal Likelihood" | 2015年4月 |
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" | 2015年3月 |
CIRJE-F-969 | Fukuda, Shin-ichi | "Abenomics: Why Was It So Successful in Changing Market Expectations?" | 2015年3月 |
CIRJE-F-968 | Nakajima, Kentaro and Tetsuji Okazaki | "The Expanding Empire and Spatial Distribution of Economic Activities: The Case of the Colonization of Korea by Japan in the Prewar Period" | 2015年3月;2015年7月改訂 |
CIRJE-F-967 | Fukuda, Shin-ichi and Tsutomu Doita | "Unconventional Monetary Policy and its External Effects: Evidence from Japan’s Exports" | 2015年3月 |
CIRJE-F-966 | Hannah, Leslie and Makoto Kasuya | "Twentieth Century Enterprise Forms: Japan in Comparative Perspective" | 2015年3月 |
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 Samplings" | 2015年3月 |
CIRJE-F-964 | Sato, Seisho and Naoto Kunitomo | "A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises" | 2015年3月 |
CIRJE-F-963 | Fujii, Masaaki | "Optimal Position Management for a Market Maker with Stochastic Price Impacts" | 2015年3月;2015年9月改訂 |
CIRJE-F-962 | Abe, Makoto | "Deriving Customer Lifetime Value from RFM Measures:Insights into Customer Retention and Acquisition" | 2015年3月 |
CIRJE-F-961 | Goto, Jun, Yasuyuki Sawada, Takeshi Aida and Keitaro Aoyagi | "Incentives and Social Preferences: Experimental Evidence from a Seemingly Inefficient Traditional Labor Contract" | 2015年3月 |
CIRJE-F-960 | Matsushima, Hitoshi | "Connected Price Dynamics with Revealed Preferences and Auctioneer's Discretion in VCG Combinatorial Auction" | 2015年2月 |
CIRJE-F-959 | Yoshikawa, Hiroshi, Hideaki Aoyama, Yoshi Fujiwara and Hiroshi Iyetomi | "Deflation/Inflation Dynamics: Analysis based on Micro Prices" | 2015年2月 |
CIRJE-F-958 | Ikeda, Yuki and Tatsuya Kubokawa | "Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models" | 2015年2月 |
CIRJE-F-957 | Sugasawa, Shonosuke and Tatsuya Kubokoawa | "Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data" | 2015年2月 |
CIRJE-F-956 | Isogawa, Daiya, Kohei Nishikawa and Hiroshi Ohashi | "Innovation Height and Firm Performance:Using Innovation Survey from Japan" | 2015年2月 |
CIRJE-F-955 | Matsushima, Hitoshi | "Optimal Mechanism Design: Type-Independent Preference Orderings" | 2015年2月 |
CIRJE-F-954 | Fujii, Masaaki and Akihiko Takahashi | "Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method" | 2015年1月 |
CIRJE-F-953 | Kurose, Yuta and Yasuhiro Omori | "Dynamic Equicorrelation Stochastic Volatility" | 2015年1月 |
CIRJE-F-952 | Nakajima, Jouchi, Tsuyoshi Kunihama and Yasuhiro Omori | "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes" | 2015年1月 |
番号 | 著者 | 題名 | 日付 |
CIRJE-J-272 | 西川浩平・大橋弘 | 『マンション管理業の経済分析:市場競争と人的投資の観点から』 | 2015年10月 |
CIRJE-J-271 | 三輪芳朗・J. Mark Ramseyer | 『改正会社法、コーポレートガバナンス・コードと「社外取締役」』 | 2015年10月 |
CIRJE-J-270 | 阿部誠・守口剛・八島明朗 | 選好の逆転:解釈レベル理論に割引の概念を組み込んだ モデルによる分析 | 2015年3月 |
CIRJE-J-269 | 齋藤経史・大橋弘 | 電源別発電構成と経済評価: 2023年におけるシナリオ別シミュレーション | 2015年3月 |
CIRJE-J-268 | 三輪芳朗 | よりよい政策と研究を実現するための経済統計の改善に向けて:(5)診断と処方――5W1H、the statistical system、半世紀後の鹿鳴館、裸の王様 | 2015年1月 |
CIRJE-J-267 | 三輪芳朗 | よりよい政策と研究を実現するための経済統計の改善に向けて: (4)93SNA, supply-use tables, productivity index, deflators, the public sector などを通じた国際比較 | 2015年1月 |