TAKAHASHI Hajime 高橋一

… 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・ﾌﾞﾗｳﾝ運動 / 時系列 / 倒産確率 Less

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

TAKAHASHI Hajime 高橋 一

TAKAHASHI HAJIME 高橋 一

Research Projects

Research Products

Co-Researchers

Statistical Analysis of Implied DataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Financial Engineering to ERM: Theoretical and Empirical Investigation

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

New Developments in Microeconometrics : Theories and Applications

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical and empirical analysis of the interest rate spredPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Research on Statistical Theory and Time Series Analysis for Mathematical Finance

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Semiparametric Econometrics

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

多変量解析におけるPermutation testの研究

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

integrated research with the theory applications of statistics

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On the approximation to the optimal rigionPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Study on theoretical framework of statistical methods

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On the approximation by the continuous time modelsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

金融時系列の分散構造変化問題Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

SEQUENTIAL ANALYSIS FOR FINANCIAL TIME SERIESPrincipal Investigator

Principal Investigator

Project Period (FY)

TAKAHASHI Hajime 高橋一

TAKAHASHI HAJIME 高橋一