Rchr
J-GLOBAL ID：200901087859253632
Update date: Feb. 01, 2024
Hodoshima Jiro
ホドシマ ジロウ | Hodoshima Jiro
Affiliation and department：
Job title：
教授
Research field (3)：
Applied mathematics and statistics
, Money and finance
, Economic statistics
Research keywords (1)：
Econometrics Finance Statistics
Research theme for competitive and other funds (7)：
- 2022 - 2025 Theory and applications of performance measures
- 2017 - 2020 Construction of a system of evaluating assets based on utility indifference pricing
- 2014 - 2017 Econometrics of asset pricing models
- 2000 - 2013 確率的回帰モデルの計量経済学
- 2010 - 2012 Stochastic Regression Models and Their Applications
- 2007 - 2009 On the inference of stochastic regression models
- 2002 - 2004 Evaluation of the effect of stochastic explanatory variables in regression models when the underlying distribution is in the class of elliptical distributions
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Papers (39)：
MISC (5)：
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ガソリン、灯油、原油の3つの商品先物の高頻度データによる時系列相関分析(掲載予定). 先物取引研究. 2010
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金融工学事典、仮説検定. 朝倉書店. 2004
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金融工学事典、「回帰分析」. 朝倉書店. 2004
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The effect of nonnormality on the stochastic regression model. 2003. 342. 1-24
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HODOSHIMA J. A finite-sample study of the GMM variance estimators for the stochastic regression model under nonnormality. Discussion papers in Economics. 2003. 257. 1-30
Works (2)：
-
資産価格モデルの計量分析に関する共同研究
1997 - 1999
-
Econometric Studies of Asset Pricing Models
1997 - 1999
Education (4)：
- - 1984 University of California, Berkeley
- 1976 - 1978 Hitotsubashi University
- 1973 - 1975 Waseda University School of Science and Engineering
- 1969 - 1973 Waseda University School of Political Science and Economics
Professional career (2)：
- Ph.D. in Economics (University of California, Berkeley)
- (BLANK) (Hitotsubashi University)
Work history (10)：
- 2016/04 - 現在 Nagoya University of Commerce and Business Faculty of Economics Professor
- 2016/03 - 現在 名古屋市立大学名誉教授
- 2002/04 - 2016/03 Nagoya City University Graduate School of Economics
- 1996/04 - 2002/03 Nagoya City University
- 1999 - 日本学術振興会特定国派遣研究者(ベルギールーヴァンカトリック大学)
- 1988 - 1996 Nanzan University Faculty of Economics
- 1994 - 1994 Hitotsubashi University Institute of Economic Research
- 1990/08 - 1992/01 University of California, San Diego
- 1985 - 1988 Nanzan University Faculty of Economics
- 1984 - 1985 ルーヴァンカトリック大学、研究員 Center of Operations Research and Econometrics
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Committee career (1)：
Awards (1)：
- 1999 - Citation of Excellence: Highest Quality Rating by ANBAR Electronic Intelligence
Association Membership(s) (4)：
American Statistical Association
, Econometric Society
, 日本金融・証券計量・工学学会
, 日本統計学会
