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OHTSUKA Kazumichi  大塚 一路

ORCIDConnect your ORCID iD *help
Researcher Number 30361869
Affiliation (based on the past Project Information) *help 2005 – 2006: 東京大学, 先端科学技術研究センター, 特任教員(特任助手)
Review Section/Research Field
Except Principal Investigator
Social systems engineering/Safety system
Keywords
Except Principal Investigator
state-space model / Nelson-Siegel model / regime shift / term structure modeling / 金利の期間構造 / 計量経済学 / ファイナンス / 状態空間モデル / Nelson-Siegelモデル / レジームシフト / 金利期間構造
  • Research Projects

    (1 results)
  • Co-Researchers

    (2 People)
  •  Modeling Term Structure Dynamics of Interest Rates

    • Principal Investigator
      FUJII Mariko
    • Project Period (FY)
      2005 – 2006
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      The University of Tokyo
  • 1.  FUJII Mariko (90323550)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  高岡 慎 (60376663)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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