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J-GLOBAL ID：200901094144535904   Update date: Apr. 11, 2024

UBUKATA Masato

ウブカタ マサト | UBUKATA Masato
Affiliation and department：
Meijigakuin University

About Meijigakuin University


Job title： Professor
Research field  (1)： Money and finance
Research keywords  (1)： ファイナンス・時系列分析・実証分析
Research theme for competitive and other funds  (14)：
  • 2020 - 2023 Econometric analysis of risk of asset price fluctuations and business cycles using big and high-frequency data
  • 2018 - 2021 金融市場におけるジャンプリスクと資産価格形成に関する応用研究
  • 2018 - 2018 日本の株式市場におけるジャンプリスクの測定と応用研究
  • 2017 - 2018 資産価格の高頻度データを用いたボラティリティ変動モデルの開発とリスク管理への応用
  • 2015 - 2018 高頻度データを用いた下方リスクの測定とリスクマネジメントへの応用研究
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Papers (67)：
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic. International Journal of Economics and Finance. 2023. 15. 8. 27-42
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic. International Journal of Economics and Finance. 2023. 15. 8. 27-42
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic. International Journal of Economics and Finance. 2023. 15. 8. 27-42
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic. International Journal of Economics and Finance. 2023. 15. 8. 27-42
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic. International Journal of Economics and Finance. 2023. 15. 8. 27-42
ｍore...
MISC (12)：
  • Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange. 経済研究. 2021
  • Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange. 経済研究. 2021
  • Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange. 経済研究. 2021
  • Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange. 経済研究. 2021
  • Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange. 経済研究. 2021
ｍore...
Lectures and oral presentations  (51)：
  • Variance risk premium components in Japan for predictability: Evidence from the COVID-19 pandemic
    (統計学・計量経済学の理論とマクロ経済・ファイナンスへの応用 2023)
  • A time-varying jump tail risk measure using high-frequency options data
    (応用計量経済学の展開 2022)
  • A Time-Varying Jump Tail Risk Measure Using High-Frequency Options Data
    (応用計量経済学の展開 2022)
  • オプション情報を用いた下方ジャンプリスクと応用研究
    (計量経済学ワークショップ 2021)
  • A time-varying jump tail risk measure using high-frequency options data
    (The 4th International Conference on Econometrics and Statistics 2021)
ｍore...
Education (4)：
  • 2005 - 2007 Osaka University Graduate School, Division of Economics
  • 2003 - 2005 Tokyo Metropolitan University Graduate School, Division of Economics
  • 1999 - 2003 Tokyo Metropolitan University Faculty of Economics
  • 1996 - 1999 埼玉県立浦和高等学校
Professional career (3)：
  • 学士(経済学) (東京都立大学)
  • 修士(経済学) (東京都立大学)
  • 博士(経済学) (大阪大学)
Work history (8)：
  • 2019/04 - 現在 Meijigakuin University Faculty of Economics, Department of International Business Professor
  • 2018/04 - 2019/03 Meijigakuin University Faculty of Economics, Department of International Business Associate Professor
  • 2012/04 - 2018/03 釧路公立大学経済学部 准教授
  • 2012/04 - 2018/03 Associate Professor
  • 2015/09 - 2016/08 ノースウェスタン大学 ケロッグ経営大学院 研究員・ポスドク
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Association Membership(s) (5)：
日本金融・証券計量・工学学会 ,  日本統計学会 ,  日本経済学会 ,  日本応用経済学会 ,  日本ファイナンス学会
※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

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