Rchr
J-GLOBAL ID：201201016419881586
Update date: Feb. 01, 2024
Shiba Tsunemasa
シバ ツネマサ | Shiba Tsunemasa
Affiliation and department：
Job title：
Professor
Research field (1)：
Economic statistics
Research keywords (1)：
計量経済学、計量ファイナンス
Research theme for competitive and other funds (10)：
- 2012 - 2016 Financial Engineering to ERM: Theoretical and Empirical Investigation
- 2007 - 2008 Bayesian Estimation of Unknown Regression Error Heteroscedasticity
- 2007 - 2008 科研費基盤(C) 課題番号 19530178
- 2002 - 2004 Research on Statistical Theory and Time Series Analysis for Mathematical Finance
- 1996 - 1998 QUANTITATIVE ANALYSIS OF TIMBER TRADE AND FOREST PROTECTION
- 1992 - 1993 Econometric Methods for Financial Markets and Its Applications to Japanese Economy
- 1990 - 1990 株式・債券市場における計量経済学的分析
- 1989 - 1990 New Econometric Methods and Their Applications to Japanese Financial Markets
- Theory of Structural Change and Japanese Economy
- HJMモデルなどによる金利の期間構造の推定
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Papers (2)：
-
Chigira, Hiroaki, Shiba, Tsunemasa. Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity. GCOE Hi-Stat DP No.248, Institute of Economic Research, Hitotsubashi University. 2012
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Chigira, Hiroaki, Shiba, Tsunemasa. Bayesian Estimation of Unknown Regression Error Heteroscedasticity. GCOE Hi-Stat DP No.51, Institute of Economic Research, Hitotsubashi University. 2009
Professional career (1)：
- Ph.D. in Economics (University of Pennsylvania, Philadelphia, U.S.A.)
Association Membership(s) (4)：
日本経済学会
, 日本統計学会
, 日本金融・証券計量・工学学会
, 日本価値創造ERM学会
