Vol.59, No.1
| Pages | Title/Author(s) | |
|---|---|---|
| Special Topic: Statistical Risk Analysis for Financial Data | ||
| 1-2 | On the Special Topic "Statistical Risk Analysis for Financial Data" Satoshi YAMASHITA |
|
| 3-23 | Default Distribution Model Truncated by Stochastic Credit Decision - Application of Skew-normal Distribution - Tadashi ONO, Satoshi YAMASHITA and Hiroe TSUBAKI |
|
| 25-40 | Binary Prediction for Minimization of Financial Risk : Theory and Applications Kentaro AKASHI and Yoshinori KAWASAKI |
|
| 41-65 | Regime Switching Factor Analysis and Its Application to Detection of Risk Factors in J-REIT Market Hiroshi ISHIJIMA and Junnosuke MATSUSHIMA |
|
| 67-87 | Quote Revisions and Price Discovery before Market Opening Wataru OHTA |
|
| 89-103 | Backtesting and Studying Risk Measure in Hedge Funds Hironori KATO |
|
| 105-124 | Gerber-Shiu Function in Risk Theory and Statistical Inference Yasutaka SHIMIZU |
|
| 125-140 | Limit Theorems in Estimation of Diffusion Nakahiro YOSHIDA |
|
| 141-157 | Analytical Solution for the m-th Moment of a Collateralized Loan's Loss under a Quadratic Gaussian Default Intensity Process Satoshi YAMASHITA and Toshinao YOSHIBA |
|