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内田 善彦  ウチダ ヨシヒコ

ORCIDConnect your ORCID iD *help
Researcher Number 10403023
Affiliation (Current) 2025: 周南公立大学, 情報科学部, 教授
Affiliation (based on the past Project Information) *help 2007: 阪大, 経済学研究科(研究院), 助教授
2006: 大阪大学, 大学院・経済学研究科, 助教授
2006: 大阪大学, 大学院経済学研究科, 助教授
Review Section/Research Field
Principal Investigator
Economic statistics
Except Principal Investigator
Social systems engineering/Safety system / Public finance/Monetary economics
Keywords
Principal Investigator
オプション価格計算 / 数値計算 / キャリブレーション
Except Principal Investigator
情報の非対称性 / リアルオプション / 保険 / 企業金融 / 数理ファイナンス / 金融工学 / ファイナンス … More / 非同時取引 / GARCH / ARFINA / Realized Vblatility / 資産収益率 / 構造変化 / Realized Covariance / Realized Volatility / ARFIMA / マイクロストラクチャ・ノイズ / 非同期取引 / 長期記憶性 / 高頻度データ / オプション Less
  • Research Projects

    (3 results)
  • Co-Researchers

    (11 People)
  •  Econometric Analysis of Securities Markets in Japan Using High-frequency Data

    • Principal Investigator
      WATANABE Toshiaki
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Hitotsubashi University
  •  Development of risk management system for large-scale portfolio

    • Principal Investigator
      MASAAKI Kijima
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      Tokyo Metropolitan University
  •  漸近展開法とモンテカルロ法を用いたキャリブレーション手法の開発Principal Investigator

    • Principal Investigator
      内田 善彦
    • Project Period (FY)
      2006
    • Research Category
      Grant-in-Aid for Young Scientists (Start-up)
    • Research Field
      Economic statistics
    • Research Institution
      Osaka University
  • 1.  OMORI Yasuhiro (60251188)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 2.  OYA Kousuke (20233281)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  SATOYOSHI Kiyotaka (10366510)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 4.  KOBAYASHI Masato (60170354)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  WATANABE Toshiaki (90254135)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 6.  MASAAKI Kijima (00186222)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 7.  TANAKA Keiichi (00381442)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 8.  HARA Chiaki (90314468)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 9.  MUROMACHI Yukio (70514719)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  SHIBATA Takashi (70372597)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  西出 勝正 (40410683)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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