Econometrics Workshop
Past Seminars
2018/12/04(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Kiyoshi Izumi (The University of Tokyo)
"Trends of finance market analysis using big data and artificial intelligence technologies"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/11/27(Tue)
16:30-18:00
West School Building, #526 (2nd fl.)
Katsumasa Nishide (Hitotsubashi University)
"Default Contagion and Systemic Risk in the Presence of Credit Default Swaps"
Chair: Takuji Arai
Presentation in Japanese
2018/11/06(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Tatsuma Wada (Keio University)
"Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/11/01(Thu)
16:30-18:00
South School Building #473 (7th fl.)
James Morley (University of Sydney)
“Why Has the U.S. Economy Stagnated Since the Great Recession?”
Chair: Daisuke Nagakura
Presentation in English
2018/10/30(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Hideyuki Takada (Toho University)
"Introduction to Geometric Arbitrage Theory"
Chair: Takuji Arai
Presentation in Japanese
2018/10/16(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Hironori Fujisawa (Institute of Statistical Mathematics)
"Robust parameter estimation with a small bias against heavy contamination"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/10/09(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Manabu Asai (Soka University)
"Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/10/02(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Yuki Kawakubo (Chiba University)
"Small area estimation for grouped data"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/07/17(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Masato Ubukata (Meiji Gakuin University)
"Tail Risk and Return Predictability for the Japanese Equity Market"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/07/10(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Kaiji Motegi (Kobe University)
"Calibration Estimation of Semiparametric Copula Models with Data Missing at Random"
Chair: Daisuke Nagakura
Presentation in English