Current Research Interests: Financial Econometrics, Econometric Theory, Asset Pricing, Market Microstructure
Professional Career:
2000
BA, International Christian University
2003
MA, University of Tokyo
2010
Ph.D., Boston University
Assistant Professor, GRIPS
Selected publications:
WORKING PAPERS
"Two Scale Realized Kernels: A Univariate Case", Revision Requested.
"A Bias Corrected Estimator of the Integrated Covariance of Security Prices with Serially Dependent Noise", Revision Requested.
"A Kernel Estimator of the Spot Volatility of Security Returns with Stationary Noise, Diurnal Seasonality and Leverage Effect", April 2010.
WORK IN PROGRESS
"Model Instability, Model Averaging and Forecasting of Aggregate Stock Returns" (joint with Professor Zhongjun Qu)
"Realized Copula"
"High Frequency Estimation of Security Market General Equilibrium Models"
"Estimating the Memory of Quadratic Variations of Returns with Trend, Noise and Jumps"
Other notable activities and achievements: FELLOWSHIPS AND AWARDS
Boston University Department of Economics Summer Research Grant, Summer 2008, 2009
Distinction in Ph.D. Macro Qualifier Exam, Boston University, Spring 2006
The Nakajima Foundation Scholarship Program, Tokyo Japan, 2005-2010
Boston University Graduate School of Management Finance Fellowship, Fall 05, Spring 06.
Akira Takayama Economics Thesis Award, International Christian University, 2001
