CFEE 一橋大学　金融工学教育センター

Discussion Papers

Discussion Paper #2008-1

Smoothed Versions of Statistical Functionals from a Finite Population  This version: 10/10/2008

Hitoshi Motoyama and Hajime Takahashi

Note: This paper has been subsequently published in Journal of the Japan Statistical Society, December 2008, Vol. 38, No.3, pp.475-504.

Discussion Paper #2008-2

Bayesian Estimation of Unknown Regression Error Heteroscedasticity  This version: 3/11/2009

Hiroaki Chigira and Tsunemasa Shiba

Discussion Paper #2009-1

信用リスク計測に関する一考察

-Implied Dataにもとづく統計的推論と格付けごとの倒産確率の推定と推定誤差の計測方法-  This version: 9/30/2009

高橋 一

Discussion Paper #2009-2

On a Statistical Analysis of Implied Data  This version: 2/5/2010

Hajime Takahashi

Note: This paper has been subsequently published in Asia-Pacific Financial Markets.

Discussion Paper #2010-1

株価指数及びREIT指数ヘッジへのマルコフ・レジーム・スイッチングモデルを用いたアプローチ  This version: 1/19/2011

山口 聡

Discussion Paper #2011-1

Estimating Default Probabilities Using Corporate Bond Price Data  This version: 3/13/2012

Reiko Tobe

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