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Affiliation
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Faculty of Economics （Mita）
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Position
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Professor
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External Links
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Nakatsuma, Teruo
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Career 【 Display / hide 】
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1998.04-2000.03
一橋大学経済研究所 ,専任講師
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2000.04-2003.03
大学専任講師(経済学部)
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2003.04-2010.03
大学准教授（経済学部）
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2010.04-Present
大学教授（経済学部）
Academic Background 【 Display / hide 】
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1991.03
University of Tsukuba, 第3学群社会工学類
University, Graduated
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1994.03
University of Tsukuba, Graduate School, Division of Social Engineering
Graduate School, Completed, Master's course
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1995.10
Rutgers University, Graduate School of Economics, Econometrics
Rutgers University, Graduate School, Completed, Master's course
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1998.05
Rutgers University, Graduate School of Economics, Econometrics
Rutgers University, Graduate School, Completed, Doctoral course
Research Areas 【 Display / hide 】
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Statistical science (Bayesian Statistics)
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Economic statistics (Econometrics)
Books 【 Display / hide 】
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実践ベイズ統計学
NAKATSUMA TERUO, 朝倉書店, 2013.01
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入門ベイズ統計学
NAKATSUMA TERUO, 朝倉書店, 2007.06
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計量経済学のフロンティア
NAKATSUMA TERUO, 慶應義塾大学出版会, 2006.03
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ファイナンスのためのMCMC法によるベイズ分析
NAKATSUMA TERUO, 財団法人 三菱経済研究所, 2003.12
Papers 【 Display / hide 】
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ティックデータを用いた株式市場における約定予測
NAKATSUMA TERUO
ジャフィー・ジャーナル （朝倉書店) 94 - 127 2016
Research paper (scientific journal), Joint Work, Accepted
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分位点回帰による期待ショートフォール最適化とポートフォリオ選択
NAKATSUMA TERUO
ジャフィー・ジャーナル （朝倉書店) 26 - 63 2016
Research paper (scientific journal), Joint Work, Accepted
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ベイズ統計学の基礎
NAKATSUMA TERUO
経済時系列ハンドブック （朝倉書店) 367 - 382 2012
Research paper (scientific journal), Single Work
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MCMC法によるベイズ時系列分析
NAKATSUMA TERUO
経済時系列ハンドブック （朝倉書店) 382 - 398 2012
Research paper (scientific journal), Single Work
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階層ベイズ・モデルによる資本コストの推定ー主観確率に基づく企業価値評価の試み
NAKATSUMA TERUO
応用計量経済学ハンドブック （朝倉書店) 455 - 496 2010.05
Research paper (scientific journal), Single Work, Except for reviews
Papers, etc., Registered in KOARA 【 Display / hide 】
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Study on high-frequency price-discovery processes of financial assets in data-driven approach
Nakatsuma, Teruo
科学研究費補助金研究成果報告書 2018
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Bayesian analysis via Markov chain Monte Carlo : applications to regression models
Nakatsuma, Teruo
Keio journal of economics （慶應義塾経済学会) 94 （ 4 ） 745(181) - 771(207) 2002.01
ISSN 00266760
Presentations 【 Display / hide 】
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Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
NAKATSUMA TERUO
10th International Conference on Computational and Financial Econometrics (University of Seville, Spain) , 2016.12, Oral Presentation(general), CFEnetwork
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Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations
NAKATSUMA TERUO
International Society for Bayesian Analysis (ISBA) World Meeting 2016 (Sardinia, Italy) , 2016.06, Poster (general), International Society for Bayesian Analysis (ISBA)
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Nonlinear Leverage Effects in Asset Returns Evidence from the U.S. and Japanese Stock Markets
NAKATSUMA TERUO
9th International Conference on Computational and Financial Econometrics (London, U.K.) , 2015.12, Oral Presentation(general)
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Bayesian hierarchical analysis of the exchange rate pass-through to Japanese domestic prices
NAKATSUMA TERUO
International Society for Bayesian Analysis (ISBA) World Meeting 2014 (Cancun, Mexico) , 2014.07, Poster (general), International Society for Bayesian Analysis
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A Markov Chain Monte Carlo Implementation of the Bayesian Method of Moments for Linear Regression Models
NAKATSUMA TERUO
9th Valencia International Meeting on Bayesian Statistics (Benidorm, Spain) , 2010.06, Poster (general)
Research Projects of Competitive Funds, etc. 【 Display / hide 】
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Bayesian Time Series Analysis of Limit Order Processes in Financial Markets
2019.04-2022.03MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal Investigator
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データ駆動型アプローチによる高頻度での金融資産価格形成メカニズムの研究
2016.04-2019.03MEXT,JSPS, Grant-in-Aid for Scientific Research, 中妻 照雄, Grant-in-Aid for Scientific Research (C), Principal Investigator
Courses Taught 【 Display / hide 】
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THEORY AND PRACTICE OF FINTECH
2020
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SEMINAR: ECONOMETRICS
2020
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RESEARCH SEMINAR D
2020
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RESEARCH SEMINAR C
2020
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RESEARCH SEMINAR B
2020