Vol.68, No.1Download a combined PDF of this issue
| Pages | Title/Author(s) | |
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| Special Topic: Statistical Methods for Data with Complex Dependence Structure --Copulas and Related Topics-- | ||
| 1-3 | On the Special Topic "Statistical Methods for Data with Complex Dependence Structure --Copulas and Related Topics--" Shogo KATO and Toshinao YOSHIBA |
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| 5-24 | Statistical Inference in Copula Models Hideatsu TSUKAHARA |
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| 25-44 | Properties of Divergence for Semiparametric Copula Models Tomonari SEI and Kazuya MATSUMOTO |
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| 45-63 | Properties of Skew-t Copulas and Their Statistical Estimation -- Application to Asset Returns -- Toshinao YOSHIBA |
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| 65-85 | Realized Stochastic Volatility Model --Extensions and Application to Japanese Stock Index-- Makoto TAKAHASHI, Yasuhiro OMORI and Toshiaki WATANABE |
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| 87-106 | A Copula Model with Stochastic Tail Dependence: Statistical Inference and Applications to Quantitative Finance Yuki NOZAWA and Nobuhiro NAKAMURA |
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| 107-127 | An Extension of a CDO Pricing Model Using a Copula toward a Risk Evaluation Model Yukio MUROMACHI |
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| 129-145 | Copula-based Continuous Event History Analysis Kentaro FUKUMOTO |
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| 147-174 | Survival Analysis Using Copulas --Meta-analysis with Correlated Endpoints-- Takeshi EMURA and Hirofumi MICHIMAE |
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| 175-192 | Verification of the Effectiveness of Sensitivity Analysis as a Variable Selection in Support Vector Regression --Analysis of Factors Affecting Prefectural All-cause Mortality Rates-- Kazutoshi TANABE and Takahiro SUZUKI |
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