Kariya Takeaki 刈屋武昭

… Alternative Names

KARIYA Takeaki 刈屋武昭

KARIYA Tadeaki 刈屋武昭

刈屋武昭カリヤタケアキ

苅屋武昭カリヤタケアキ

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Researcher Number	70092624
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2021 – 2023: 名古屋商科大学, マネジメント研究科, 教授 2015: 城西国際大学, 大学院国際アドミニストレーション研究科, 教授 2013: 明治大学, その他の研究科, 教授 2012: 明治大学, 専門職大学院グローバル・ビジネス研究科, 教授 2006 – 2009: Meiji University, Graduate School of Global Business, Professor, グローバル・ビジネス研究科, 教授 … More 2006: 明治大学, 大学院グローバル・ビジネス研究科, 教授 2005: 明治大学, 大学院・グローバル・ビジネス研究科, 教授 2004: 明治大学, 大学院・グローバルビジネス研究科, 教授 2001 – 2003: 京都大学, 経済研究所, 教授 1998: 一橋大, 経済研究所, 教授 1995 – 1997: 一橋大学, 経済研究所, 教授 1992 – 1993: 一橋大学, 経済研究所, 教授 1987 – 1989: 一橋大学, 経済研究所, 教授 1986: 一橋大, 経済研究所, 教授 Less
Review Section/Research Field	Principal Investigator Economic statistics / Economic statistics / 統計学 / Basic Section 07030:Economic statistics-related Except Principal Investigator Economic statistics / General mathematics (including Probability theory/Statistical mathematics) / 一般理論
Keywords	Principal Investigator 分散変動モデル / ガンマ分布 / 金利の期間構造 / 分散拡大係数 / ｔ値の分解 / 変数・モデル選択 / 重共線性 / 線形回帰モデル / ｙアコモデーティングモデルＸ / 回帰モデル選択 … More / ｔ検定 / 検出力縮小ファクタ / 分散拡大ファクタ / 重共線性問題 / 伝統的OLS枠組み / モデルのICリスク測度 / 実証的に有効なモデル / Xによる回帰モデル選択 / 検定方式への重共線性への影響 / 推定非効率性コントロール / 重共線性コントロール / 伝統的OLS枠組の問題点 / 予測変数の標本分散 / 2つのｔ値の平均値の恒等性検定 / モデル・変数選択 / 通常の最小2乗法 / 検定方式への重共線性の影響 / 実証的に有効なモデリング法 / 推定非効率性制御 / 重共線性制御 / decision theory / principal component / VIF / effective modeling / OLS / collinearity / model selection process / linear regression model / Diffusion Index / Standardized Normal CP Indicator for Business Conditions / Carlson-Parkin Mehtod / サーベイデータ正規分布 / 景気分析 / 短期経済観測 / ディフュジョン・インデックス / 基準化一様CP指数 / 基準化正規CP指数 / 景気変動 / MTVモデル / ディフュージョン・インデックス / 基準化一様CP__ー指数 / 基準化正規CP__ー指数 / サーベイ(定性的)データ / 合理的予想 / 確率的反応関数 / カールソン=パーキン法 / weather risk swap / model for risk-return analysis in bank management / recycling biomass in beer industry / model for risk-return analysis in recycle business / combinations of subjective distributions with expert weights / enterprise risk management / business risk management / トップダウン・アプローチ最適化 / ボトムアップ・アプローチ最適化 / 銀行の支店ポートフォリオ / 資本配賦問題 / 新BIS規制 / 貸出ポートフォリオ / 銀行の信用リスク管理 / 対数正規分布 / ビューの専門・責任ウェイト / イベント事象の相関 / リスクマップ / 組織全体のビューの確率分布 / 確率概念の受容と需要 / モンテカルロシミュレーション / 冬季気温のリスクスワップ / 人事制度の評価モデル / バイオマスリサイクルの事業性 / 事業性評価モデル / 銀行経営最適貸出ポートフ / テナントマネジメント / 商業用不動産経営 / ビール粕のリサイクル / リサイクル事業の事業性 / エンタープライズリスクマ / 予測ビュー確率分布の集約 / 事業リスクマネジメント / rent-guaranteeing product / real estate valuation model / temperature stochastic volatility model / temperature ARCH model / temperature risk swap valuation / composite products of insurance and financial risk / pricing various insurance products / Pricing fire insurance / 派生商品の価値評価 / ディフォルトスワップ / 信用リスク派生商品 / 地震債券 / 生命保険プレミアム / 金融と保険の合流 / モーメント等価性 / 完全等価性 / 天候デリバティブ / ゼロコスト・リスクスワップ / 気温の予測分布 / 保険会社のリスク管理 / 賃料保証プライシング / 不動産価値評価モデル / 気温ストキャスティックボラティリティモデル / 気温ARCHモデル / 気温リスクスワップ / 保険リスクと金融リスクの合成 / 生命保険のプライシング / 火災保険のプライシング / Warrant / Black-Scholes formula / Cross-Sectional Market Model / Time Dependent Markov Model / Convertible bond / オプション価格 / ブラック=ショールズ公式 / ワラント債 / CSMモデル / TDMモデル / イールドカーブ / イールドカ-プ / 銘柄属性 / 一般化最小2乗法 / 割引関数 / ブラック=ショールズの公式 / 転換社債TDMモデル / 転換社債CSMモデル / 転換社債 / Mardia's Test / Locally Best Invariant Test / Curved Family / Test for Gaussianity / Test for Multivariate Normality / 曲分布族 / 多変量正規性の検定 / エルミート多項式 / ガウス性の検定 / 多変量光度 / 局所最良不変検定 / 多変量尖度 / 多変量正規性 / ガウス性 / 定常時系列プロセス / 正規分布 / t統計量 / Wjsmanの表現定理 / 楕円等高線分布 / 一様最強力不変性 / 検定のロベストネス / 尺度パラメータ / 位置パラメータ / 相関変動モデル / 信用デリバティブ / 金利モデル / 社債モデル / 信用・市場リスク / 市場リスク / 個別国債価格の予測モデル / 無裁定価格理論の検証 / 個別国債価格モデル / 社債の信用リスク価格スプレッド / 倒産確率の期間構造 / 信用価格スプレッド / 市場格付け方法 / 市場価格スプレッド / 市場金利変動分析 / ディフォルト確率の期間構造 / 社債価格モデル / 国債価格モデル / 信用リスク / 金融リスクマネジメント / 委託取引・派遣店員制度 / 変動・固定賃料最適比率 / 商業用不動産ビジネス / 百貨店のビジネスモデル / 企業価値創造 / 自己循環型リサイクル / 飲料水業界 / 環境CSRプレミアム / プロセス資産 / 組織精神性資産 / 構造資本 / 関係資産 / 人的資本 / 知的資本経営 / 価値創造ERM経営 / ブランド価値評価 / 無形資産価値評価法 / 計量経済学 / 解約権付定期預金の価格 / プリペイメント / HJMモデル / 離散時間無載定理論 / CIR型モデル / 群の推移的作用 / ベイズ検定 / Hotelling T^2検定 / H-Kアプロ-チ / 相似検定 / 方向をもつ検定問題 / 不変検定 … More Except Principal Investigator SNA / 倒産確率 / 時系列 / ﾌﾗｸｼｮﾅﾙ・ﾌﾞﾗｳﾝ運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理（ERM） / 総合的リスク管理(ERM) / ビッグデータ / 構造変化 / 高頻度データ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 計量経済学 / 金融工学 / Statistical computing / Spatial statistics / Company-wide quality control / Multivariate analysis / Robust estimation / Nonstationary and nonlinear time series / Design and analysis of experiments / Geometrical structure of statistical inference / 多変量解析法 / 非定常・非線形時系列 / 時系列漸近分布理論 / 医学データ解析 / モンテカルロ法 / 非線形・非ガウス平滑化法 / 農事試験 / 実験計画法として分散分析 / 空間統計学生物形態学 / タグチメソッド / 寿命分布 / 頑健推定・検定・予測 / 漸近展開 / 推論の幾何学的構造 / 統計計算 / 空間統計 / 品質管理 / 多変量解析 / 頑健推定・検定論 / 非定常、非線形的系列 / 実験計画と分散分析 / 統計推論の幾何学的構造 / micro data set / the Courbis-Kurabayashi formula / terms of trade / imputation of banking services / institutional sectoring / dual sectoring / Draft of Revised SNA / GOPの国際比較 / 地域所得 / 地域経済活動 / SNAとシステム理論 / SNAの公理論的基礎 / 厚生経済学 / 福祉の概念と評価 / SNAの改訂 / 情報の公開 / 国連国際比較プロジェクト(ICP) / 改訂SNA草案 / アロ-の不可能性定理 / パレ-ト最適 / 社会選択 / 交易条件の変動 / マイクロ・デ-タ・セット / 交易条件の変動効果 / 実質可処分所得 / 民間非営利機関 / 非市場サ-ビス / 二重部門分類 / SNA改訂草案 Less

Multicollinearity Analysis and Variable/Model Selection in RegressionPrincipal Investigator
- Principal Investigator
  
  Kariya Takeaki
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Nagoya University of Commerce & Business
Financial Engineering to ERM: Theoretical and Empirical Investigation
- Principal Investigator
  
  SHIBA Tsunemasa
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and managementPrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki, 刈屋武昭
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
Valuation of intangible assetsPrincipal Investigator
- Principal Investigator
  
  KARIYA Tadeaki
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
Methods for managing business risks and their practical applicationsPrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
Pricing theory for individual risks and management of insurance portfolioPrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Kyoto University
離散時間無裁定価格理論のもとでの金利の期間構造モデルの定式化と実証Principal Investigator
- Principal Investigator
  
  刈屋武昭 (苅屋武昭)
- Project Period (FY)
  1997 – 1999
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Convertible bond pricing models and their applicationsPrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki
- Project Period (FY)
  1995 – 1996
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Tests for the Gaussianity of a time series with application to financial time seriesPrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki
- Project Period (FY)
  1992 – 1993
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Institute of Economic Research, Hitotsubashi University
不変正規検定問題での相似検定の特徴づけと方向をもつ不変検定問題への応用Principal Investigator
- Principal Investigator
  
  刈屋武昭
- Project Period (FY)
  1989
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hitotsubashi University
Systems of National Accounts in the Age of Information Society : Theoretical Foundation and Statistical Methods
- Principal Investigator
  
  EGUCHI Hidekazu, KURABAYASHI Yoshimasa
- Project Period (FY)
  1989 – 1991
- Research Category
  
  Grant-in-Aid for General Scientific Research (A)
- Research Field
  
  一般理論
- Research Institution
  Hitotsubashi University
Research on the mathematical structure of statistical inference and its application
- Principal Investigator
  
  HIROTSU Chihiro
- Project Period (FY)
  1988 – 1989
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The University of Tokyo
A Generalization of the Carlson-Parkin Method for the Estimation of Expected Inflation RatePrincipal Investigator
- Principal Investigator
  
  KARIYA Takeaki
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hitotsubashi University
検定のロバストネスの理論と応用Principal Investigator
- Principal Investigator
  
  刈屋武昭
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Hitotsubashi University

All 2024 2023 2022 2014 2013 2012 2011 2009 2005

All Journal Article Presentation Book

[Book] 「現在価値分析とCampbel-Shillerモデル」『経済時系列ハンドブック』2012
- Author(s)
  刈屋武昭
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243040
[Book] 「金利の期間構造のモデル分析」『経済時系列ハンドブック』2012
- Author(s)
  刈屋武昭
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243040
[Book] 経済時系列ハンドブック2012
- Author(s)
  刈屋武昭・前川功一・矢島美寛・福地純一郎・川崎能典共編著書
- Total Pages
  771
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] A modelling Framework for Regression with Collinearity2023
- Author(s)
  Takeaki KARIYA, Hiroshi KURATA, Takaki HAYASHI
- Journal Title
  
  Journal of Statistical Planning and Inference
  
  Volume: 228 Pages: 95-115
- DOI
  10.1016/j.jspi.2023.07.001
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01431
[Journal Article] Tenant Portfolio Selection for Managing a Shopping Center2023
- Author(s)
  Takeaki KARIYA, Hideyuki TAKADA, Yoshiro YAMAMURA
- Journal Title
  
  INTERNATIONAL REAL ESTATE REVIEW
  
  Volume: 26 Pages: 143-171
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01431
[Journal Article] Empirically Effective Bond Pricing Model for USGBs and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Journal Title
  
  Communications in Statistics -Theory and Methods-
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirical Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Measuring Credit Risk of Individual Corporate Bonds and　Deriving Term Structures of Default　Probabilities2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Journal Title
  
  Ｓｔａｔｉｓｔｉｃａｌ　Ｓｉｎｉｃａ
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirically Effective Bond Pricing Model for USGBs and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Journal Title
  
  Communications in Statistics -Theory and Methods
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] A CB (corporate bond) pricing model for deriving default probabilities and recovery rates2013
- Author(s)
  Takeaki Kariya
- Journal Title
  
  Advances in Modern Statistical Theory and Applications : Festschrift for Professor Morris L. Eaton, Institute of Mathematical Statistics
  
  Volume: Vol.10 Pages: 138-157
- DOI
  10.1214/12-imscoll1008
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] A CB (corporate bond) pricing model for deriving default probabilities and recovery rates2013
- Author(s)
  Takeaki Kariya
- Journal Title
  
  Festschrift to Morris L Eaton (forthcoming). Institute of Mathematical Statisitics,
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingusui Wang, et al
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: Vol.19, No.3(掲載決定済)(未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingusui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: Vol.19 Issue: 3 Pages: 259-292
- DOI
  10.1007/s10690-011-9149-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] A three-factor valuation model for mortgage-backed securities(MBS)2011
- Author(s)
  Takeaki Kariya, Fumiaki Ushiyama, Stanley R.Pliska
- Journal Title
  
  Managerial Finance
  
  Volume: Vol.37, No.11 Issue: 11 Pages: 1068-1087
- DOI
  10.1108/03074351111167947
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] 価値創造ermと企業の組織精神性資産2009
- Author(s)
  刈屋武昭
- Journal Title
  
  監査研究 35
- Data Source
  KAKENHI-PROJECT-19530189
[Journal Article] 品格ある企業の価値創造と地球サスティナビリティ2009
- Author(s)
  刈屋武昭
- Journal Title
  
  証券アナリストジャーナル 47
  
  Pages: 45-53
- Data Source
  KAKENHI-PROJECT-19530189
[Journal Article] 価値創造ERMと企業の組織精神性資産2009
- Author(s)
  刈屋武昭
- Journal Title
  
  監査研究 35
  
  Pages: 10-25
- Data Source
  KAKENHI-PROJECT-19530189
[Journal Article] 品格ある企業の価値創造と地球サスティナビリティ-組織精神性資産の戦略化2009
- Author(s)
  刈屋武昭
- Journal Title
  
  証券アナリストジャーナル 47
  
  Pages: 45-53
- Data Source
  KAKENHI-PROJECT-19530189
[Journal Article] Tenant Management and Lease Valuation for Retail Properties : A Real Options Approach2005
- Author(s)
  T.Kariya, Y.Katou, T.Uchiyama, T.Suwabe
- Journal Title
  
  International Real Estate Review 8/1
  
  Pages: 44-82
- Data Source
  KAKENHI-PROJECT-16530139
[Journal Article] Tenant Management and Lease Valuation for Retail Properties : A Real Options Approach2005
- Author(s)
  Kariya, T., Katou, T., Uchiyama, T., Suwabe, T
- Journal Title
  
  International Real Estate Review 8・1
  
  Pages: 44-82
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16530139
[Journal Article] A Real Options Approach2005
- Author(s)
  Kariya, T., Katou, T., Uchiyama, T., Suwabe, T, Tenant Management, Lease Valuation for Retail Properties
- Journal Title
  
  International Real Estate Review Vo1.8
  
  Pages: 44-82
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16530139
[Presentation] A Modelling Framework for Regression with Collinearity and Effectiveness of t-Test2024
- Author(s)
  Takeaki KARIYA
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-21K01431
[Presentation] 共線性を持つ回帰分析でのt-検定によるモデル選択の有効性2023
- Author(s)
  Takeaki KARIYA
- Organizer
  日本統計学会
- Data Source
  KAKENHI-PROJECT-21K01431
[Presentation] A Modelling Framework for Regression with Collinearity2022
- Author(s)
  刈屋武昭
- Organizer
  日本統計学会
- Data Source
  KAKENHI-PROJECT-21K01431
[Presentation] A Modelling Framework for Regression with Collinearity2022
- Author(s)
  刈屋武昭
- Organizer
  Conference for School of Statistic’s 50th Anniversary Celebration University of Minnesota
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01431
[Presentation] A Modelling Framework for Regression with Collinearity2022
- Author(s)
  刈屋武昭
- Organizer
  Risk and Statistics, 3rd Tohoku-ISM-UUlm Joint Workshop
- Data Source
  KAKENHI-PROJECT-21K01431
[Presentation] A System for Empirically Effective Credit Risk Analysis2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Organizer
  The 3rd Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA 2014)
- Place of Presentation
  Lisbon, Portugal
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Market-Rating Migration and Transition Analysis2014
- Author(s)
  Hideyuki Takada, Takeaki Kariya, Yoko Tanokura, Yoshiro Yamamura and Zhu Wang
- Organizer
  明治大学・京都大学共催　金融国際コンファランス
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Cross-sectional GB&CB Pricing Models, Market-rating via Credit Risk Price Spread and Term Structure of Default Probabilities2014
- Author(s)
  Takeaki Kariya
- Organizer
  明治大学・京都大学共催　金融国際コンファランス
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  The 3rd Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA 2014)
- Place of Presentation
  Lisbon, Portugal
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Market Ratings of CBs via credit risk price spreads in US2014
- Author(s)
  Yoko Tanokura, Takeaki Kariya, Yoshiro Yamamura, Zhu Wang and Hideyuki Takada
- Organizer
  明治大学・京都大学共催　金融国際コンファランス
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  明治大学・京都大学共催　金融国際コンファランス
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 社債価格に基づく米国エネルギー産業の信用リスク分析2014
- Author(s)
  田野倉葉子，刈屋武昭，山村能郎，王竹
- Organizer
  第40回2013年度冬季JAFEE大会
- Place of Presentation
  慶應義塾大学三田キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya
- Organizer
  The 7th Annual Probability and Statistics Day at UMBC
- Place of Presentation
  UMBC,Baltimore,USA
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 欧州国債モデルと金利の期間構造の比較2013
- Author(s)
  山村能郎，刈屋武昭，乾孝治，王竹
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirical Credit Risk Analysis on Euro Government Bonds2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  NUS-UTokyo Workshop on Quantitative Finance
- Place of Presentation
  National University of Singapore, Singapore
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of CBs and Deriving Term Structures of Default Probabilities2013
- Author(s)
  刈屋武昭
- Organizer
  一橋大学金融工学教育センター研究集会「金融工学からERMへ」（科学研究費助成事業基盤研究(A)「金融工学からＥＲＭへ - 基礎理論と実証に関する研究 -」）
- Place of Presentation
  一橋大学東キャンパス第3研究館
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of CBs and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] ユーロ各国債の信用リスク分析－対独比相対倒産確率の期間構造の導出2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- Organizer
  2013年度統計関連学会連合大会（日本統計学会第81回大会）
- Place of Presentation
  大阪大学豊中キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] ユーロ各国債の信用リスク分析2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- Organizer
  第39回2013年度夏季JAFEE大会
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  Frontiers of Statistics and Forecasting in Celebration of the 80th Birthday of George C. Tiao
- Place of Presentation
  Academia Sinica, Taipei, Taiwan
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of French, Italian, Spanish and Greek GBs Relative to German GB and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya
- Organizer
  JAFEE -Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics (as 10th JAFEE-Columbia Conference on Mathematics of Finance)
- Place of Presentation
  The Institute of Statistical Mathematics(ISM), Tachikawa Campus,Tokyo
- Year and Date
  2013-03-18
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] ﾕｰﾛ各国債の信用リスク分析－対独比相対倒産確率の期間構造の導出2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 時系列相関を考慮した債券価格モデルと国債価格予測への応用2013
- Author(s)
  神薗健次，刈屋武昭，山村能郎
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 国債価格の実証的モデリングで数理ファイナンスモデルは有効か！2013
- Author(s)
  刈屋武昭
- Organizer
  「金融工学・数理計量ファイナンスの諸問題 2013」大阪大学金融・保険教育研究センター (CSFI) 主催
- Place of Presentation
  大阪大学中之島センター，佐治敬三メモリアルホール
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  2012年度日本金融・証券計量・工学学会(JAFEE)2012冬期大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya
- Organizer
  The 7th Annual Probability and Statistics Day at UMBC(Department of Mathematics and Statistics at UMBC)
- Place of Presentation
  UMBC Baltimore, USA
- Year and Date
  2013-04-27
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Nelson Siegel モデルによる期間構造推定精度の向上-日本国債の金利決定要因の考察2013
- Author(s)
  乾孝治，刈屋武昭
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirical Credit Risk Analysis on Euro Government Bonds2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  「統計科学の新展開」科学研究費・基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」シンポジウム
- Place of Presentation
  金沢大学サテライト・プラザ
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  The 15th Applied Stochastic Models and Data Analysis (ASMDA2013) International Conference
- Place of Presentation
  Mataró (Barcelona), Spain
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  日本経済学会2013年度秋季大会
- Place of Presentation
  神奈川大学横浜キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  NUS-UTokkyo Workshop on Quantitative Finance
- Place of Presentation
  National University of Singapore, Singapore
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of French, Italian, Spanish and Greek GBs Relative to German GB and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya
- Organizer
  JAFEE-Columbia-ISM International Conference on Financial Mathematics, Engineering and Statistics(as 10th JAFEE-Columbia Conference on Mathematics of Finance)
- Place of Presentation
  The Institute of Statistical Mathematics(ISM), Tachikawa Campus, Tokyo
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 時系列相関を考慮した債券価格モデルと予測への応用2013
- Author(s)
  神薗健二，刈屋武昭，山村能郎
- Organizer
  第39回2013年度夏季JAFEE大会
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  2012年度関西計量経済学研究会(共催：日本学術会議「数量的経済・政策分析分科会」)
- Place of Presentation
  一橋大学佐野書院
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring CB Credit Risk Spreads and Deriving Term Structure of Default Probabilities-Market Approach2012
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  National University of Singapore RMI Workshop
- Place of Presentation
  Risk Management Institute, National University of Singapore
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on the Term Structure of Interest Rates in financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Organizer
  Bachelier Finance Society 7th World Congress
- Place of Presentation
  Hilton Sydney Hotel (Sydney, Australia)
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 信用リスク社債価格スプレッドの分析―業種・格付けと信用構造2012
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  2012年度統計関連学会連合大会（日本統計学会第80回大会）
- Place of Presentation
  北海道大学高等教育推進機構
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Japanese Interest Rate Swap Pricing : Time varying coefficients2012
- Author(s)
  刈屋武昭
- Organizer
  金融リスクコンファランス「金融リスクの分析モデルの高度化とリスクマネジメントへの応用」(当該補助事業コンファランス)
- Place of Presentation
  明治大学
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 米国国債モデルと金利の期間構造-日本国債モデルとの比較2012
- Author(s)
  刈屋武昭, 山村能郎, 王竹
- Organizer
  金融リスクコンファランス「金融リスクの分析モデルの高度化とリスクマネジメントへの応用」(当該補助事業コンファランス)
- Place of Presentation
  明治大学
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 信用リスクマネジメントの課題と展望:現行モデルへの批判的考察2012
- Author(s)
  刈屋武昭
- Organizer
  金融リスクコンファランス「金融リスクの分析モデルの高度化とリスクマネジメントへの応用」(当該補助事業コンファランス)
- Place of Presentation
  明治大学
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on the Term Structure of Interest Rates in financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Organizer
  Fifth International Conference ;Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Place of Presentation
  InstitutoVento diScienzeLettere edArti (Venice Italy)
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 米国国債モデルと金利の期間構造2012
- Author(s)
  刈屋武昭，山村能郎，王竹
- Organizer
  科学研究費シンポジウム「統計科学における深化と横断的展開」（基盤研究 (A)「非対称・非線形統計理論と経済・生体科学への応用」）
- Place of Presentation
  松江テルサ（松江勤労者総合福祉センター）
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 個別企業の信用価格スプレッドと倒産確率の導出2012
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  科学研究費シンポジウム「統計推測理論の展開と諸モデルへの応用」（基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」）
- Place of Presentation
  釧路市生涯学習センター
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 実証的に有効なＪＧＢ価格付けモデルと金融危機時の金利の期間構造分析2012
- Author(s)
  刈屋武昭，王京穂，王竹，土居英一，山村能郎
- Organizer
  2012年度日本応用経済学会秋季大会
- Place of Presentation
  明海大学浦安キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2011
- Author(s)
  Takeaki Kariya
- Organizer
  International Conference on Advances in Probability and Statistics-Theory and Applications
- Place of Presentation
  Chinese University of Hong Kong(招待講演)
- Year and Date
  2011-12-29
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] A CB(Corporate Bond) Pricing Model for Deriving Default Probabilities and Recovery Rates2011
- Author(s)
  Takeaki Kariya
- Organizer
  Recent Development in Statistics, Empirical Finance and Econometrics(科研費・基盤(A)「非対称・非線形統計理論と経済・生体科学への応用」シンポジュウム)
- Place of Presentation
  京都大学(招待講演)
- Year and Date
  2011-12-01
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2011
- Author(s)
  刈屋武昭, 王京穂, 王竹, 他2名
- Organizer
  日本金融・証券計量・工学学会夏季大会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2011-10-15
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] A CB(Corporate Bond) Pricing Model for Deriving Default Probabilities and Recovery Rates2011
- Author(s)
  Takeaki Kariya
- Organizer
  Quantitative Methods in Finance 2011
- Place of Presentation
  Hilton Sydney Hotel(University of Technology Sydney)
- Year and Date
  2011-12-14
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 金融産業と金融数理科学の間にある諸問題2011
- Author(s)
  刈屋武昭
- Organizer
  明治大学金融数理科学ワークショップ「金融数理科学と金融技術への将来展望-ポスト金融危機への視点」
- Place of Presentation
  明治大学
- Year and Date
  2011-09-16
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] A CB(Corporate Bond) Pricing Model for Deriving Default Probabilities and Recovery Rates2011
- Author(s)
  Takeaki Kariya
- Organizer
  Quantitative Methods in Finance 2011
- Place of Presentation
  Hilton Sydney Hotel (University of Technology Sydney)(招待講演)
- Year and Date
  2011-12-14
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2011
- Author(s)
  刈屋武昭, 王京穂, 王竹, 他2名
- Organizer
  2011年度統計学会連合大会
- Place of Presentation
  九州大学
- Year and Date
  2011-09-06
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2011
- Author(s)
  Takeaki Kariya
- Organizer
  Theory and Applications for Empirical Likelihood and Discriminant and Cluster Analysis(科研費・基盤(A)「非対称・非線形統計理論と経済・生体科学への応用」シンポジュウム)
- Place of Presentation
  和歌山ビッグ愛(和歌山大学)
- Year and Date
  2011-12-04
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 環境CSRと自己循環型リサイクルモデル2009
- Author(s)
  刈屋武昭・藤田大輔
- Organizer
  2009年科研集等による研究集会(代表矢島美寛)
- Place of Presentation
  京都府宇治市生涯学習センター
- Data Source
  KAKENHI-PROJECT-19530189

1. EGUCHI Hidekazu (40168779)

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2. KURABAYASHI Yoshimasa (20017651)

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17. KUDO Akio (00037144)

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18. SHIBA Tsunemasa (90187386)

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19. TANAKA Katsuto (40126595)

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20. ISHIMURA Naoyuki (80212934)

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21. HONDA Toshio (30261754)

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22. KUROZUMI Eiji (00332643)

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23. YAMAMOTO Yohei (80633916)

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24. ISHIHARA Tsunehiro (60609072)

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25. YAMADA Masahiro (60732435)

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26. YAMADA Toshiro (50754701)

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27. SHIMOTSU Katsumi (50547510)

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28. TAKAHASHI Hajime (70154838)

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29. WATANABE Toshiaki (90254135)

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30. FUJITA Takahiko (50144316)

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31. 刈屋武昭 (70062924)

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32. 宮川雅巳 (90157595)

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33. 清水良一 (10000192)

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34. 竹村彰通 (10171670)

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35. 藤井光昭 (70016343)

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36. 柳川堯 (80029488)

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37. 影山三平 (70033892)

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38. 林高樹 (80420826)

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39. TSUDA Hiroshi

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40. 松江由美子

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41. MATSUE Yumiko

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Kariya Takeaki 刈屋 武昭

KARIYA Takeaki 刈屋 武昭

KARIYA Tadeaki 刈屋 武昭

刈屋 武昭 カリヤ タケアキ

苅屋 武昭 カリヤ タケアキ

Research Projects

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Co-Researchers

Multicollinearity Analysis and Variable/Model Selection in RegressionPrincipal Investigator

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Review Section

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Financial Engineering to ERM: Theoretical and Empirical Investigation

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Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and managementPrincipal Investigator

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Valuation of intangible assetsPrincipal Investigator

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Methods for managing business risks and their practical applicationsPrincipal Investigator

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Pricing theory for individual risks and management of insurance portfolioPrincipal Investigator

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離散時間無裁定価格理論のもとでの金利の期間構造モデルの定式化と実証Principal Investigator

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Convertible bond pricing models and their applicationsPrincipal Investigator

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Tests for the Gaussianity of a time series with application to financial time seriesPrincipal Investigator

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不変正規検定問題での相似検定の特徴づけと方向をもつ不変検定問題への応用Principal Investigator

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Systems of National Accounts in the Age of Information Society : Theoretical Foundation and Statistical Methods

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Research on the mathematical structure of statistical inference and its application

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Kariya Takeaki 刈屋武昭

KARIYA Takeaki 刈屋武昭

KARIYA Tadeaki 刈屋武昭

刈屋武昭カリヤタケアキ

苅屋武昭カリヤタケアキ

[Journal Article] Measuring Credit Risk of Individual Corporate Bonds and　Deriving Term Structures of Default　Probabilities2014