Econometrics Workshop
Past Seminars
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
2018/07/03(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Masahito Kobayashi (Yokohama National University)
"Time-varying asymmetric copula using split-normal distribution"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/06/28(Thu)
16:30-18:00
South Building, #473(7th fl.)
Makoto Takahashi (Hosei University)
”Investigating the interaction between returns and order flow imbalances: Endogeneity, intraday variations, and macroeconomic news announcements”
Chair: Daisuke Nagakura
Presentation in Japanese
2018/06/19(Tue)
16:30-18:00
West School Building, #516 (1st fl.)
Kazuhiko Kakamu (Kobe University)
"Bayesian Analysis of Lognormal Mixtures with an Unknown Number of Components from Grouped Data"
Chair: Teruo Nakatsuma
Presentation in Japanese