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