Personnel Information

写真a

Hideatsu Tsukahara


Affiliation

Faculty of Economics, Department of Economics

Title

Professor

Degree 【 display / non-display

  • Ph.D. (Statistics), University of Illinois at Urbana-Champaign, 1996.10

  • Master (Economics), The University of Tokyo, 1990.03

Educational Background 【 display / non-display

  • The University of Tokyo, Graduate School, Division of Economics

    Doctor's Course, 1996.03, Accomplished credits for doctoral program, JAPAN

Field of expertise 【 display / non-display

  • Statistical science

  • Foundations of mathematics/Applied mathematics

  • Money/ Finance

 
 

Books 【 display / non-display

  • Quantitative Risk Management: Concepts, Techniques & Tools, Kyoritsu Shuppan, 2008.07, Hideatsu Tsukahara

    Book (scientific), Joint Translation , Statistical science

  • Risk Management, Kyouritsu Shuppan, 2004.03, Ryozo Miura

    Book (scientific), Joint Translation , Money/ Finance

Papers 【 display / non-display

  • The empirical beta copula, Journal of Multivariate Analysis, vol.155 (pp.35-51) , 2017, Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara

    DOI:doi:10.1016/j.jmva.2016.11.010, Academic Journal, Multiple Authorship , Statistical science

  • Copulas: Theory and Modeling, Securities Analysts Journal, vol.52 (3) (pp.23-32) , 2014.03, Hideatsu Tsukahara

    Academic Journal, Single Author, Statistical science, Money/ Finance

  • Estimation of Distortion Risk Measures, JOURNAL OF FINANCIAL ECONOMETRICS, vol.12 (1) (pp.213-235) , 2014, Hideatsu Tsukahara

    DOI:doi: 10.1093/jjfinec/nbt005, Academic Journal, Single Author, Economic statistics, Statistical science, Money/ Finance

  • Comments on: Inference in multivariate Archimedean copula models, TEST, vol.20 (2) (pp.287-289) , 2011, Hideatsu Tsukahara

    DOI:10.1007/s11749-011-0257-z, Academic Journal, Single Author, Statistical science

  • One-parameter families of distortion risk measures, Mathematical Finance, vol.19 (pp.691-705) , 2009, Hideatsu Tsukahara

    Academic Journal, Single Author, Foundations of mathematics/Applied mathematics

display all >>

Thesis for a degree 【 display / non-display

  • Weak convergence and the prediction process, 1996.10, Hideatsu Tsukahara

    Other, Single Author, Foundations of mathematics/Applied mathematics