Updated on 2022/03/31

写真a

 
YAMAUCHI Yuta
 
Organization
Graduate School of Economics Department of Socio-Economic System Socio-Environmental System Lecturer
Graduate School
Graduate School of Economics
Undergraduate School
School of Economics Department of Economics
Title
Lecturer
Contact information
メールアドレス

Degree 1

  1. Ph. D. (Economics) ( 2021.3   The University of Tokyo ) 

Research Areas 1

  1. Humanities & Social Sciences / Economic statistics  / Bayesian Econometrics

Research History 3

  1. Nagoya University   Graduate School of Economics   Lecturer

    2021.5

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    Country:Japan

  2. The University of Tokyo   Project Researcher

    2021.4

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    Country:Japan

  3. Chiba University   Project Researcher

    2018.10 - 2021.3

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    Country:Japan

Education 4

  1. The University of Tokyo   Graduate School of Economics   Division of Economics, Statistics, Doctoral Program

    2016.4 - 2021.3

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    Country: Japan

  2. The University of Tokyo   Graduate School of Economics   Division of Economics, Statistics, Master's Program

    2014.4 - 2016.3

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    Country: Japan

  3. The University of Tokyo   Faculty of Economics   Department of Economics

    2012.4 - 2014.3

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    Country: Japan

  4. The University of Tokyo   College of Arts and Sciences   Human Sciences II

    2010.4 - 2012.3

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    Country: Japan

Professional Memberships 1

  1. 日本統計学会

 

Papers 3

  1. Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations Reviewed

    Yuta Yamauchi and Yasuhiro Omori

    Journal of Business & Economic Statistics   Vol. 38 ( 4 ) page: 839 - 855   2020.10

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    Authorship:Lead author   Language:English   Publishing type:Research paper (scientific journal)  

  2. Dynamic factor, leverage and realized covariances in multivariate stochastic volatility

    Yuta Yamauchi and Yasuhiro Omori

    Discussion paper series, CIRJE-F-1176, Faculty of Economics, University of Tokyo     2021.9

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    Authorship:Lead author   Language:English   Publishing type:Research paper (bulletin of university, research institution)  

  3. Bayesian approach to Lorenz curve using time series grouped data Reviewed

    Genya Kobayashi, Yuta Yamauchi, Kazuhiko Kakamu, Yuki Kawakubo, Shonosuke Sugasawa

    Journal of Business & Economic Statistics     2021.2

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    Language:English   Publishing type:Research paper (scientific journal)  

Presentations 2

  1. Factor multivariate realized stochastic volatility model International conference

    Yuta Yamauchi

    International Conference on Computational and Financial Econometrics  2019.12 

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    Language:English   Presentation type:Oral presentation (general)  

    Venue:Senate House and Birckbeck University of London, UK   Country:United Kingdom  

  2. Dynamic factor, leverage and realized covariances in multivariate stochastic volatility

    山内雄太

    ベイズ計量経済学研究集会  2020.11 

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    Language:English   Presentation type:Oral presentation (general)  

    Venue:オンライン開催   Country:Japan