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 Undergraduate
Econometrics II, Special Lecture on Economics (Optimization and its application), Special Lecture on Economics (Financial Engineering and Statistics), Reading in Foreign Literature, Introductory Seminar, Seminar
Graduate
Econometrics II |
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B.A., Faculty of Economics, Gakushuin University (March 1987).
M.A., Graduate School of Economics, Hitotsubashi University (March 1989).
B.S., Department of Statistics, Iowa State University (December, 1992)
Ph. D., Department of Statistics, Iowa State University (December, 1994) |
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Lecturer, Faculty of Economics, Hiroshima University (April 1995-March 1997?)
Visiting fellow, Centre of Mathematical Science, Australian National University (1997 September-March 1998)
Associate Professor, Faculty of Economics, Hiroshima University (April 1998-August 2000)
Professor, Faculty of Economics, Gakushuin University (September 2000-Present). |
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Research Interests
Statistics and its application to finance
Research/Publications
[Refereed Articles]
1.“Bootstrapping extremes of i.i.d. Random variables”（Jointly with K.B. Athreya）, in Extreme Value Theory and Applications, Volume 3, NIST Special Publication 866 (1994).
2.“Confidence Intervals for endpoints of a cdf via bootstrap”（Jointly with K.B. Athreya）, Journal of Statistical Planning and Inference (1997), 58, 299-320.
3.“On the bootstrap and the moving block bootstrap for the maximum of a stationary process”（Jointly with K. B. Athreya , S. N. Lahiri）, Journal of Statistical Planning and Inference (1999), 76, 1-17.
4.“Subsampling and model selection in time series analysis”, Biometrika (1999), 86, 591-604.
5.“Estimation of the risk of the optimal portfolio in mean-variance model”(In Japanese, Jointly with Atsushi Yoshida） JAFEE Journal 2003, (2003) Toyo Keizai Shinpo-sha）
[Non-refereed articles]
1.“Modeling daily return and volatility time series”（Jointly with J. M. Pinto DosSantos）, Proceedings of the 4th JAFEE International Conference on Investments and Derivatives (1997), 23-30.
2.“Method of Moments”,“Sampling distribution”（in Japanese, Kinyu-Kogaku Jiten, 2004, Asakura-shoten）
Other Activities
[Awards]
Research Excellence Award（1994, Iowa State University）
[Academic Association]
Japan Statistical Society, Japanese Society of Applied Statistics, Japanese Association of Financial Econometrics and Engineering |
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