Proposals for economic and official statistics in the perspective of theoretical statistics and applications
Proposals for economic and official statistics in the perspective of theoretical statistics and applications
批准号:
15H01943
负责人:
Yamamoto Taku
金额:
$28.04万
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (A)
财政年份:
2015
资助国家:
日本
项目状态:
已结题
起止时间:
2015-04-01 至 2019-03-31
中文摘要
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英文摘要
期刊论文(159)
专著(0)
科研奖励(0)
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Simultaneous multivariate Hawkes-type point processes and their application to financial markets
同时多元霍克斯型点过程及其在金融市场中的应用
DOI:
10.1007/s42081-018-0017-3
发表时间:
2018
期刊:
Japanese Journal of Statistics and Data Science
影响因子:
1.3
作者:
[Kunitomo Naoto, Kurisu Daisuke, Awaya Naoki]
通讯作者:
Awaya Naoki
Effects of Jumps and Small Noises in High-Frequency Financial Econometrics
高频金融计量经济学中跳跃和小噪声的影响
DOI:
10.1007/s10690-017-9223-4
发表时间:
2017
期刊:
Asia-Pacific Financial Markets
影响因子:
1.7
作者:
[Naoto, Kunitomo]
通讯作者:
Kunitomo
On the Behavior of the GMM estimator in Persistent Dynamic Panel Data Models with Unrestricted Initial Conditions
具有不受限初始条件的持久动态面板数据模型中 GMM 估计器的行为
DOI:
--
发表时间:
2015
期刊:
Computational Statistics and Data Analysis
影响因子:
1.8
作者:
[Bassino, Jean-Pascal, Kyoji Fukao and Tokihiko Settsu, Kazuhiko Hayakawa and Shuichi Nagata]
通讯作者:
Kazuhiko Hayakawa and Shuichi Nagata
Multivariate factor realized stochastic volatility model
多元因素实现的随机波动率模型
DOI:
--
发表时间:
2018
期刊:
影响因子:
--
作者:
[Yonenoh, H. and Akiyama, E., 待鳥聡史, 藤原 帰一, Shinichiro Tabata and Yulia Vymyatnina, 山内雄太・大森裕浩]
通讯作者:
山内雄太・大森裕浩
DOI:
10.1007/978-3-319-99771-1_6
发表时间:
2018
期刊:
Privacy in Statistical Databases
影响因子:
--
作者:
[Hu Jingchen, Hoshino Nobuaki]
通讯作者:
Hoshino Nobuaki
共 130 条
A Study on Sense of Home in the 19-centuryBritish and American Authors and Their Pacific Representations
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批准号:17K02496
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项目类别:Grant-in-Aid for Scientific Research (C)
-
资助金额:$1.25万
-
财政年份:2017
-
负责人:Yamamoto Taku
-
依托单位:
A Study on Locality in the Pacific Region
-
批准号:26370312
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$1.16万
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财政年份:2014
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负责人:Yamamoto Taku
-
依托单位:
海外基金