Faculty Information - KINOSHITA Ryo |

KINOSHITA Ryo

Department / Course Tokyo Keizai University Business Administration

Job Associate Professor

Academic conference presentation
2019/11/29	Asymptotic bias of the two-pass regressions for risk premium estimation (金融工学・数理計量ファイナンスの諸問題 2019)
2019/06/02	Frequency-wise causality analysis in infinite order vector autoregressive processes (The 15th International Symposium on Econometric Theory and Applications)
2018/09/10	Intertemporal CAPM and horizon-specific risk prices in the Japanese stock markets (2018年度統計関連学会連合大会)
2016/10/17	Simulation Study of Causality Change with Infinite Order Vector Autoregressive Processes (2016 International Conference for JSCS 30th Anniversary)