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統計学・計量経済学・計量ファイナンス(三崎 広海)
Showing the original Japanese · View translation
高頻度の金融データを統計の手法で分析する研究室。

AboutAbout the lab
金融データを、統計で読み解く。
統計学・計量経済学・計量ファイナンスを
とくに、
研究キーワードには、
Key terms
- 高頻度
データ - 株式の
取引記録のように、 短い 時間間隔で 細かく 記録された データ。 研究室では 金融の 時系列データに 使う - ボラティリティ
- 資産価格が
どれくらい 大きく 動くかを 表す量 - ポートフォリオ
- 株式など
複数の 資産を 組み合わせて 持つ ときの、 その 組み合わせ
ResearchResearch themes
この
*Illustrative image高頻度データによる変動の推定
高頻度の
*Illustrative imageリスクパリティ運用の実証
ポートフォリオの
MembersFaculty
- Assistant Professor三崎 広海
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Stock Exchange Yangon” Myrmux / CC BY-SA 4.0 (cropped)
- 高頻度
データに よる 変動の 推定: “Frankfurt Stock Exchange (Ank Kumar) 03” Ank Kumar / CC BY-SA 4.0 (cropped) - リスクパリティ運用の
実証: “Artefacts at Tokyo Stock Exchange (45543)” Syced / CC0 (cropped) - Related lab (黒瀬研究室): “No Known Restrictions Trading Floor, New York Stock Exchange (Highsmith LOC) ( )” Carol M. Highsmith / Public domain (cropped)
- Related lab (応用計量経済学・統計学
(小西 葉子) ): “Data Analysis ( )” IAEA Imagebank / CC BY 2.0 (cropped) - Related lab (サービス工学・実験経済学・計量経済学
(髙橋 裕紀) ): “Customer Service counter, Pimpama Railway Station, Old Pacific Highway, Gold Coast P1130327” John Robert McPherson / CC0 (cropped) - Related lab (大久保研究室): “New York Stock Exchange August 2017 02” Arild Vågen / CC BY-SA 4.0 (cropped)
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