日本大学 · 経済学科/経済学部 · 教授

研究キーワードstochastic volatility・Hamiltonian Monte Carlo・Bayesian estimation・EGARCH models・option pricing・stock index dynamics・stable distributions・Markov-therapy volatility

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• Pricing Options under Stochastic Volatility Models Using Bayesian Estimation via Hamiltonian Monte Carlo Method2026 · Bulletin of Research Institute of Economic Science College of Economic Nihon University,, 2026年03月
• Trend Analysis of the Nikkei Stock Average under Japan's Low Interest Rate Policy2024
• Time Series Characteristics of the ChiNext Board Index and the SSE Science and Technology Innovation Board 50 Index in China's Growth Enterprise ,Market2023 · Journal of Business Research, 2023年03月
• Bayesian Estimation of Stochastic Volatility Model Using Hamiltonian Monte Carlo Method and its Application to Nikkei 225 ,Data2022 · Bulletin of Research Institute of Economic Science College of Economic ,Nihon University, 2022年03月

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