Vol.59, No.1 (2011) Contents

Vol.59, No.1

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

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