Vol.50, No.2 (2002) Contents
A tribute to Professor Chikio Hayashi
..........Genshiro KITAGAWA (50, 111-116)
Special Topic: Financial Statistics
On the Special Issue "Financial Statistics"
..........Satoshi YAMASHITA (50, 117-118)
Trading Strategy of TOPIX by Using Markov Switching Stochastic Trend Model
..........Morikazu HAKAMATA (50, 119-132)
An Application of Monte Carlo Filter for Estimating the Term Structure of Interest Rates
..........Akihiko TAKAHASHI and Seisho SATO (50, 133-147)
Nonlinear Regression Models with Regularization and Their Application to Yield Curve Estimation
..........Yoshinori KAWASAKI and Tomohiro ANDO (50, 149-164)
Analytical Properties of GIG and GH Distributions
..........Hiroki MASUDA (50, 165-199)
Equal Slope Assumption and Bond Rating Data : Analysis of Using Ordered Logit Model and Continuation Ratio Model
..........Takehiko YASUKAWA (50, 201-216)
Estimation of Information on Credit Risk Based on a Corporate Bond Pricing Model with a Correlation Structure among Individual Bond Prices
..........Hiroshi TSUDA (50, 217-240)
Estimation of Probability of Default Using Credit Risk Database
..........Hisanao TAKAHASHI and Satoshi YAMASHITA (50, 241-258)
An Analysis for Securitizing of Seismic Risk
..........Harumi YASHIRO and Sei'ichiro FUKUSHIMA (50, 259-278)
Infinite Period Asset and Liability Management for Pension Fund
..........Satoshi YAMASHITA and Tomoo YATO (50, 279-301)
Abstracts of Research Works in 2001
.......... (50, 303-341)
