No. |
教員名 |
内 容 |
2 |
勘坂教授 |
“The Developement of Civil Engineering Prohects and Village-Communities in Tokugawa Japan", 11th European Histrical Economics Society Conference 2015, Pisa, Italy, September 4-5, 2015. |
1 |
浅井教授 |
“The Impact of Jumps and Leverage in Forecasting Co-volatility”, The 11th World Congress of Econometric Society, Montreal, Canada, August 17-21, 2015. |
No. |
教員名 |
内 容 |
6 |
大坪准教授 |
Otsubo, H. (2015), “Nash Equilibria in a Two-Person Discrete All-Pay Auction with Unfair Tie-Break and Complete Information”, Economics Bulletin, 35, 245-245. |
5 |
浅井教授 |
Asai, M. and M. McAleer (2015), “Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance”, Journal of Econometrics, 189, 251-262. |
4 |
浅井教授 |
Asai, M. and M. McAleer (2015), “Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing”, Journal of Econometrics, 187, 436-446. |
3 |
浅井教授 |
Asai, M. and M.K.P. So (2015), “Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes”, Journal of Time Series Econometrics, 7, 69-94. |
2 |
浅井教授 |
Asai, M., M. Caporin, and M. McAleer (2015), “Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility”, International Review of Economics & Finance, 40, 40-50. |
1 |
浅井教授 |
Asai, M (2015), “Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves”, Journal of the Japan Statistical Society, 45, 129-144. |
No. |
教員名 |
内 容 |
7 |
北教授 |
Friends of Scotland 日本代表(英国大使館の依頼による) |
6 |
北教授 |
社会経済史学会顧問(2011年4月~) |
5 |
神立教授 |
社会経済史学会理事(2011年1月~) |
4 |
勘坂教授 |
社会経済史学会評議員(2011年4月~) |
3 |
浅井教授 |
学術誌 Journal of the Japan Statistical Society 編集委員 (2010年9月~) |
2 |
浅井教授 |
学術誌 Asia-Pacific Financial Markets 編集委員(2010年1月~) |
1 |
碓井准教授 |
学術誌 環境経済・政策研究 編集委員 (2011年4月~) |
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