Vol.59, No.1 (2011) Contents

Special Topic: Statistical Risk Analysis for Financial Data
On the Special Topic "Statistical Risk Analysis for Financial Data"
..........Satoshi YAMASHITA (59, 1-2)
Default Distribution Model Truncated by Stochastic Credit Decision - Application of Skew-normal Distribution -
..........Tadashi ONO, Satoshi YAMASHITA and Hiroe TSUBAKI (59, 3-23)
Binary Prediction for Minimization of Financial Risk : Theory and Applications
..........Kentaro AKASHI and Yoshinori KAWASAKI (59, 25-40)
Regime Switching Factor Analysis and Its Application to Detection of Risk Factors in J-REIT Market
..........Hiroshi ISHIJIMA and Junnosuke MATSUSHIMA (59, 41-65)
Quote Revisions and Price Discovery before Market Opening
..........Wataru OHTA (59, 67-87)
Backtesting and Studying Risk Measure in Hedge Funds
..........Hironori KATO (59, 89-103)
Gerber-Shiu Function in Risk Theory and Statistical Inference
..........Yasutaka SHIMIZU (59, 105-124)
Limit Theorems in Estimation of Diffusion
..........Nakahiro YOSHIDA (59, 125-140)
Analytical Solution for the m-th Moment of a Collateralized Loan's Loss under a Quadratic Gaussian Default Intensity Process
..........Satoshi YAMASHITA and Toshinao YOSHIBA (59, 141-157)