| 研究課題/領域番号 |
23K25504
|
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| 補助金の研究課題番号 |
23H00807 (2023)
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| 研究種目 |
基盤研究(B)
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| 配分区分 | 基金 (2024)
補助金 (2023) |
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| 応募区分 | 一般 |
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| 審査区分 |
小区分07030:経済統計関連
小区分07060:金融およびファイナンス関連
合同審査対象区分:小区分07030:経済統計関連、小区分07060:金融およびファイナンス関連
|
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| 研究機関 | 慶應義塾大学 |
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研究代表者 |
ポチロン ヨアン 慶應義塾大学, 商学部(三田), 准教授 (60781119)
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| 研究期間 (年度) |
2023-04-01 – 2028-03-31
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| 研究課題ステータス |
交付 (2024年度)
|
| 配分額 *注記 |
17,290千円 (直接経費: 13,300千円、間接経費: 3,990千円)
2027年度: 3,380千円 (直接経費: 2,600千円、間接経費: 780千円)
2026年度: 3,380千円 (直接経費: 2,600千円、間接経費: 780千円)
2025年度: 3,380千円 (直接経費: 2,600千円、間接経費: 780千円)
2024年度: 3,380千円 (直接経費: 2,600千円、間接経費: 780千円)
2023年度: 3,770千円 (直接経費: 2,900千円、間接経費: 870千円)
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| キーワード | financial econometrics / econometrics / statistics / finance / point processes / duration data |
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| 研究開始時の研究の概要 |
For Project 1, we have one paper rejected by Journal of the American Statistical Association. For Project 2, we have one paper reject and resubmit from Journal of
American Statistical Association, which we will be working on with
Vladimir Volkov
|
| 研究実績の概要 |
Summary of research achievements: For Project 1, we have three working papers, one
who was rejected by Journal of the American Statistical Association and that should be resubmitted to the Annals of Statistics.
For Project 2, we have one paper reject and resubmit from Journal of American Statistical Association, which we will be working on with Vladimir Volkov
For project 3, we have three working papers, which should be submitted to journals of mathematical statistics such as Bernoulli and Annals of Institute of Statistical Mathematics.
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| 現在までの達成度 (区分) |
現在までの達成度 (区分)
2: おおむね順調に進展している
理由
The research goes smoothly overall. although some part of it
is now on pause, since my co-author Seunghyeon Yu has been busy in
the past year for Project 1.
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| 今後の研究の推進方策 |
I expect that the three projects will
continue as possible, and will probably give a talk in the Sofie
annual meeting, and some other conference on mathematical statistics
and nonparametric statistics.
|
