KOBAYASHI Masahito

J-GLOBAL         Last updated: Mar 1, 2019 at 02:41
 
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Name
KOBAYASHI Masahito
Affiliation
Yokohama National University
Section
Graduate School of International Social Sciences International Social Sciences Section
Degree
doctor of economics(The University of Tokyo)

Research Areas

 
 

Academic & Professional Experience

 
Apr 1999
 - 
Today
Professor, Faculty of Economics, Yokohama National University
 
Jan 1990
 - 
Mar 1999
Associate Professor, Faculty of Economics, Yokohama National University
 
Dec 1987
 - 
Dec 1989
Lecturer, Faculty of Economics, Kyoto University
 
Apr 1984
 - 
Nov 1987
Assistant, Institute of Economic Research, Kyoto Univeristy
 

Education

 
 
 - 
1984
Graduate School, Division of Economics, The University of Tokyo
 
 
 - 
1980
Faculty of Economics, The University of Tokyo
 

Published Papers

 
Masaru, CHIBA; Masahito Kobayashi
Journal of Risk of Financial Management   6(1) 31-61   Dec 2013   [Refereed]
Jian Huang, Masahito Kobayashi , Michael McAleer
Mathematics and Computers in Simulation   83 1-9   Oct 2012   [Refereed]
Testing for jumps in the EGARCH process
SHI, Xiuhong; Kobayashi, Masahito
Mathematics and Computers in Simulation   79(9) 2797-2808   May 2009   [Refereed]
Testing for Jumps in the Stochastic Volatility Models
Mathematics and Computers in Simulation   79 2597-2608   Apr 2009   [Refereed]
Testing for volatility jumps in the stochastic volatility process
Asia-Pacific Financial Markets   12(2) 143-157   2006   [Refereed]

Misc

 
TESTING FOR VOLATILITY CO-MOVEMENT IN BIVARIATE STOCHASTIC VOLATILITY MODELS
Journal of the Japan Statistical Society   47(1) 13-36   2017   [Refereed]
Hisao Kamiya, Michio Kimura, Satoshi Hoshino, Masahito Kobayashi, and Masahiro Sonoo,
Muscle & Nerve   54(3) 427-431   Feb 2016   [Refereed]
Sonoo Masahiro, Higashihara Mana, Kobayashi Masahito
MUSCLE & NERVE   46(1) 143-144   Jul 2012   [Refereed]
Norito Kokubuna, Masahiro Sonoob, Tomihiro Imaic, Yumiko Arimurad, Satoshi Kuwabarae, Tetsuo Komorif, Masahito Kobayashig, Takahide Nagashimaa, Yuki Hatanakab, Emiko Tsudac, Sonoko Misawae, Tatsuya Abef, Kimiyoshi Arimurad, The Japanese SFEMG Study Group
Clinical Neurophysiology   123(3) 613–620   Mar 2012   [Refereed]