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TAKAHASHI Hajime  高橋 一

ORCIDConnect your ORCID iD *help
… Alternative Names

TAKAHASHI HAJIME  高橋 一

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Researcher Number 70154838
Other IDs
External Links
Affiliation (Current) 2022: 公立鳥取環境大学, その他, 教授
Affiliation (based on the past Project Information) *help 2015: 公立鳥取環境大学, 学長
2014: 鳥取環境大学, その他部局等, 教授
2012 – 2013: 鳥取環境大学, 経営学部, 教授
2008: 一橋大学, 大学院・経済学研究科, 教授
2006 – 2008: 一橋大学, 経済学研究科, 教授 … More
1999 – 2004: Hitotsubashi University, Graduate School of Economics, Professor, 大学院・経済学研究科, 教授
1998 – 2002: 一橋大学, 経済学部, 教授
1997 – 1998: 一橋大学, 経済学研究科, 教授
1995 – 1996: 一橋大学, 経済学部, 教授
1989 – 1992: 一橋大学, 経済学部, 教授
1990: Hitotsubashi Univ., Economics Dept., Professor
1986: Hitotsubashi University, Dept. of Economics, 経済学部, 助教授 Less
Review Section/Research Field
Principal Investigator
Economic statistics / 統計学 / Economic statistics / Statistical science
Except Principal Investigator
Economic statistics / Economic statistics / Statistical science
Keywords
Principal Investigator
逐次分析 / 構造変化 / Cusum test / 金融時系列 / バリアーオプション / Barrier option / Square root boundary / Nonlinear renewal theorem / Forward risk adjusted model / Implied Data … More / Credit Risk / Measure Change / Liquidity / Implied Probability / Jump Markov Process / Implied probability / Statistical Analysis / Liqudity / 更新理論 / RENEWAL THEORY / Structual change / Sequential analysis / Renewal theory / 遂次分析 / 時系列 / 金融デ-タ / FINANCIAL TIME SERIES / SEQUENTIAL ANALYSIS / 伊藤の公式 / 分散構造の変化 / 分散 / Itoの公式 / Financial Time Series / Ito Formula / Change Point / Variance / ベイズ解 / 連続時間モデル / 分散の検定 / ノックアウトオプション / 分析の検定 / Sequential Test / Normal Variance / Bayes Test / Termstructure / Discret Model / Ito formulg / Sequential Analysis / Bayes Solution / Continuous time models / Test of variance / Knock out option / 平方境界問題 / 非線形更新理論 / フォーワードリスク調整モデル / Martingale法 / Jamshidianの方法 / 最適停止問題 / アメリカン・オプション / 境界交差問題 / 有限標本空間 / 不完備市場 / 埋めこまれた完備市場 / クレジット リスク / VonMises型統計量の漸近展開 / 天候デリィバティブ / 不完備市場におけるプライシング / 統計的汎関数 / 有限母集団 / 金利スプレッド / Duffie-Singleton モデル / boundary crossing problem / finite sample space / incomplete market / embedded complete market / barrier option / credit risk / 二標本問題 / 逐次検定 / 適応的な標本採取 / 逐次推定 / Two sample problem / Sequential testing / Adaptive allocation rull … More
Except Principal Investigator
多変量解析 / ノンパラメトリック法 / 計量ファイナンス / 漸近展開 / 構造変化 / Permutation test / 主成分分析 / 固有値 / 固有ベクトル / 検定法 / 有効性 / Permutation Test / 多変量統計解析 / (1) ミクロ計量経済学 / (2) ミクロ・データ解析 / (3) 政策プログラム評価問題 / (4) セミ・パラメトリック法 / (5) パネル・データ分析 / ミクロ計量経済モデル / プログラム政策評価 / ノンパラメトリック実証分析 / 産業組織 / ミクロ金融市場 / 開発経済 / 公益産業 / パネル計量経済モデル / ミクロ計量経済分析 / 統計的予測 / 非定常時系列 / 非正規推測論 / ノンパラメトリkック法 / モデル選択 / 離散モデル / ゲノム解析 / 統計的決定理論 / ノンパラメトリッフ法 / 予測限界 / AIC / 大偏差近似 / Statistical prediction / Statistical applied decision theory / Non-stationary times series / Non-normal distribution / Statistical model selection / Non-parametric and semi-parametric methods / Non-regular estimation / 漸近分布 / 因子分析 / 非線形モデリング / 環境統計 / データマイニング / Quality of Life / 高次元データ解析 / 医学・薬学統計学 / 統計的方法 / 漸近理論 / 環境統計データ / 多変量グラフィカル法 / QOL測定 / Multivariate analysis / Asymptotic distribution / Factor Analysis / Non-ilinear statistical modeling / environmental statistics / Data-mining / Measurement finance / Quality of Liufe / セミパラメトリック法 / GMM法 / 経験尤度法 / 小標本分布 / 計量経済モデル / 漸新展開 / 計量経済分析 / セミパラメトリック分析 / ノンパラメトリック分析 / 質的変量分析 / 生存時間解析 / Semiparametric Econometrics / Generalized Method of Moments / Empirical Likelihood Method / Small Sample Properties / Asymptotic Expansions / 時系列分析 / 統計理論 / ファイナンス / 数理ファイナンス / ウェーブレット / 金融時系列 / シミュレーション / 共和分 / 非定常VARモデル / MCMC手法 / 信用スプレッド / バリュー・アット・リスク / デリバティブ / Wald検定 / 裁定価格理論 / バリアー・オプション / 権利行使価格 / 長期因果性 / ワルド検定 / Time series analysis / Statistical theory / Finance / Mathematical finance / Structural change / Wavelet / Financial series / Simulation / 金融工学 / 計量経済学 / 統合的リスク管理 / 計量的リスク管理 / コピュラ / 高頻度データ / ビッグデータ / 総合的リスク管理(ERM) / 統合的リスク管理(ERM) / 統合リスク管理 / フラクショナル・ブラウン運動 / フラクショナル・ブラウン運動 / 時系列 / 倒産確率 Less
  • Research Projects

    (15 results)
  • Research Products

    (21 results)
  • Co-Researchers

    (35 People)
  •  Statistical Analysis of Implied DataPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Tottori University of Environmental Studies
  •  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
  •  New Developments in Microeconometrics : Theories and Applications

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      The University of Tokyo
  •  Theoretical and empirical analysis of the interest rate spredPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      2003 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Statistical science
    • Research Institution
      Hitotsubashi University
  •  Research on Statistical Theory and Time Series Analysis for Mathematical Finance

    • Principal Investigator
      YAMAMOTO Taku
    • Project Period (FY)
      2002 – 2004
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Semiparametric Econometrics

    • Principal Investigator
      KUNITOMO Naoto
    • Project Period (FY)
      2001 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      University of Tokyo
  •  多変量解析におけるPermutation testの研究

    • Principal Investigator
      SUGIYAMA Takakazu
    • Project Period (FY)
      2000 – 2001
    • Research Category
      Grant-in-Aid for Exploratory Research
    • Research Field
      Economic statistics
    • Research Institution
      Chuo University
  •  integrated research with the theory applications of statistics

    • Principal Investigator
      SUGIYAMA Takakazu
    • Project Period (FY)
      2000 – 2001
    • Research Category
      Grant-in-Aid for Scientific Research (A)
    • Research Field
      Statistical science
    • Research Institution
      CHUO UNIVERSITY
  •  On the approximation to the optimal rigionPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      2000 – 2002
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  Study on theoretical framework of statistical methods

    • Principal Investigator
      TAKEUCHI Kei
    • Project Period (FY)
      1998 – 2000
    • Research Category
      Grant-in-Aid for Scientific Research (B).
    • Research Field
      Statistical science
    • Research Institution
      Meiji Gakuin University
  •  On the approximation by the continuous time modelsPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      1997 – 1999
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  金融時系列の分散構造変化問題Principal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      1995 – 1996
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      Hitotsubashi University
  •  SEQUENTIAL ANALYSIS FOR FINANCIAL TIME SERIESPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      1991 – 1992
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      Economic statistics
    • Research Institution
      HITOTSUBASHI UNIVERSITY
  •  Test and Estimation for the Structual Change in Econometric ModelPrincipal Investigator

    • Principal Investigator
      TAKAHASHI Hajime
    • Project Period (FY)
      1989 – 1990
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      Hitotsubashi University
  •  Sequential two sample problem.Principal Investigator

    • Principal Investigator
      TAKAHASHI HAJIME
    • Project Period (FY)
      1985 – 1986
    • Research Category
      Grant-in-Aid for General Scientific Research (C)
    • Research Field
      統計学
    • Research Institution
      Hitotsubashi University
      University of Toyama

All 2016 2015 2014 2013 2012 2009 2008 2005 2003 2002 Other

All Journal Article Presentation Book

  • [Book] 文系出身者の為のファイナンス入門2005

    • Author(s)
      高橋 一
    • Publisher
      東洋経済新報社(印刷中)
    • Data Source
      KAKENHI-PROJECT-15500183
  • [Journal Article] A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights2016

    • Author(s)
      Akihiko Takahashi and Toshihiro Yamada
    • Journal Title

      Annals of Applied Probability

      Volume: 26 Pages: 818-856

    • DOI

      10.1214/15-aap1105

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25380389
  • [Journal Article] An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Drive2015

    • Author(s)
      Akihiko Takahashi and Toshihiro Yamada
    • Journal Title

      International Journal of Financial Engineering

      Volume: 2 Pages: 1-29

    • DOI

      10.1142/s2424786315500206

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-24243031, KAKENHI-PROJECT-25380389
  • [Journal Article] Estimation of Default Probability under Real Probability Measure2014

    • Author(s)
      Tobe, R. and H. Takahashi
    • Journal Title

      WIF 早稲田大学経営大学院

      Volume: 14-001

    • Open Access
    • Data Source
      KAKENHI-PROJECT-24530223
  • [Journal Article] Estimating stochastic volatility models using daily returns and realized volatility simultaneously2009

    • Author(s)
      M. Takahashi, Y. Omori andT. Watanabe
    • Journal Title

      Computational Statistics and Data Analysis Vol.53No.6

      Pages: 2404-2426

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Smoothed versions of statistical functionals from afinite population2008

    • Author(s)
      Hitoshi Motoyama and Hajime Takahashi
    • Journal Title

      Hitoshi Motoyama and Hajime Takahashi Vol.38 No.3

      Pages: 475-504

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Smoothed versions of statistical functionals from a finite population2008

    • Author(s)
      Hitoshi Motoyama and Hajime Takahashi
    • Journal Title

      J. Japan Statist. Soc Vol.38 No.3

      Pages: 475-504

    • NAID

      110007122368

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] Ornstein Uhlenbeck過程モデルによる気温デリバティブのプライシング2008

    • Author(s)
      高橋 一(戸辺、川野輪との共著)
    • Journal Title

      一橋大学 経済研究 (印刷中)(掲載確定)

    • NAID

      110007622495

    • Data Source
      KAKENHI-PROJECT-18203013
  • [Journal Article] On Embedded Complete Markets2005

    • Author(s)
      Hajime Takahashi
    • Journal Title

      Hitotsubashi Journal of Economics 46-1

      Pages: 99-110

    • NAID

      110007629878

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] On Embedded Complete Markets2005

    • Author(s)
      Hajime TAKAHASHI
    • Journal Title

      Hitotsubashi Journal of Economics 46・1(印刷中)

    • NAID

      110007629878

    • Data Source
      KAKENHI-PROJECT-15500183
  • [Journal Article] On embedded complete markets2005

    • Author(s)
      Hajime Takahashi
    • Journal Title

      Hitotsubashi Journal of Economics 46-1

      Pages: 99-110

    • NAID

      110007629878

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-15500183
  • [Journal Article] On Embedded Complete Markets2005

    • Author(s)
      高橋一
    • Journal Title

      Hitotsubashi Journal of Economics 46-1

      Pages: 99-110

    • NAID

      110007629878

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] On Embedded Complete Markets2005

    • Author(s)
      高橋 一
    • Journal Title

      Hitotsubashi Journal of Economics 46.1(forthcoming)

    • NAID

      110007629878

    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] On embedded complete market2005

    • Author(s)
      Hajime TAKAHASHI
    • Journal Title

      Hitotsubashi Journal of Economics Vol 46-1

      Pages: 99-110

    • NAID

      110007629878

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-15500183
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claims Analysis2003

    • Author(s)
      Kunitomo, N., A.Takahashi
    • Journal Title

      Forthcoming in Annals of Applied Probability

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] On Validity of the Asymptotic Expansion Approach in Contingent Claims Analysis2003

    • Author(s)
      Kunitomo, N., A.Takahashi
    • Journal Title

      Annals of Applied Probability (Forthcoming)

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-13630026
  • [Journal Article] On Pricing Exponential Square Root Barrier Knockout European Options2002

    • Author(s)
      森本真由美, 高橋一
    • Journal Title

      Asia-Pacific Financial Markets 9

      Pages: 1-21

    • Description
      「研究成果報告書概要(和文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Journal Article] On Pricing Exponential Square Root Barrier Knockout European Options2002

    • Author(s)
      Mayumi Morimoto, Hajime Takahashi
    • Journal Title

      Asia-Pacific Financial Markets 9

      Pages: 1-21

    • Description
      「研究成果報告書概要(欧文)」より
    • Data Source
      KAKENHI-PROJECT-14203003
  • [Presentation] A Note on Pricing Illiquid Assets2013

    • Author(s)
      高橋 一
    • Organizer
      ”金融工学からERMへ"      一橋大学金融工学教育研究センター
    • Place of Presentation
      東京都国立市
    • Invited
    • Data Source
      KAKENHI-PROJECT-24530223
  • [Presentation] 金利スプレッドによる倒産確率の推定2012

    • Author(s)
      高橋 一
    • Organizer
      松江シンポジウム(日本数学会)
    • Place of Presentation
      島根県松江市
    • Invited
    • Data Source
      KAKENHI-PROJECT-24530223
  • [Presentation] An Application of Interacting Multiple Model Tracking Method to Financial Modeling

    • Author(s)
      Shozo Mori, KC Chang, Hajime Takahashi, C-Y Chong
    • Organizer
      ISIF 18th International Conference on Information Fusion,
    • Place of Presentation
      Washington DC
    • Year and Date
      2015-07-06 – 2015-07-09
    • Invited
    • Data Source
      KAKENHI-PROJECT-24530223
  • 1.  OMORI Yasuhiro (60251188)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 1 results
  • 2.  SUGIYAMA Takakazu (70090371)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 3.  KUNITOMO Naoto (10153313)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 2 results
  • 4.  YAMAMOTO Taku (50104716)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 5.  SHIBA Tsunemasa (90187386)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 6.  TANAKA Katsuto (40126595)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 7.  KUROZUMI Eiji (00332643)
    # of Collaborated Projects: 2 results
    # of Collaborated Products: 0 results
  • 8.  OHYA Kousuke (20233281)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 9.  ICHIMURA Hidehiko (50401196)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 10.  SAWADA Yasuyuki (40322078)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 11.  OHASHI Hiroshi (00361577)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 12.  TAKEUCHI Kei (20012114)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 13.  SHIBATA Ritei (60089828)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 14.  AKAHIRA Masafumi (70017424)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 15.  NISHIO Atsushi (00143686)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 16.  TAKEMURA Akimichi (10171670)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 17.  KONISHI Sadanori (40090550)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 18.  SHIMIZU Ryoichi (10000192)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 19.  TANIGUTI Masanobu (00116625)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 20.  FUJIKOSHI Yasunori (40033849)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 21.  NAWATA Kazumitsu (00218067)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 22.  YAJIMA Yoshihiro (70134814)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 23.  HAYAKAWA Takeshi (00000183)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 24.  KUWANA Yoichi (30272769)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 25.  ISHIMURA Naoyuki (80212934)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 26.  HONDA Toshio (30261754)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 27.  YAMAMOTO Yohei (80633916)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 28.  ISHIHARA Tsunehiro (60609072)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 29.  YAMADA Masahiro (60732435)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 30.  YAMADA Toshiro (50754701)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results
  • 31.  SHIMOTSU Katsumi (50547510)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 32.  WATANABE Toshiaki (90254135)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 33.  KARIYA Takeaki (70092624)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 34.  FUJITA Takahiko (50144316)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 35.  TAKAHASHI Akihiko
    # of Collaborated Projects: 0 results
    # of Collaborated Products: 2 results

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