School personnel information

写真b

OYA Kosuke


Keyword

statistics, econometrics

Organization 【 display / non-display

  • 1998.04.01 - 2004.12.31, Business and Management, Graduate School of Economics, Associate Professor

  • 2005.01.01 - , Business and Management, Graduate School of Economics, Professor

  • 2006.04.01 - 2015.09.30, Center for the Study of Finance and Insurance, Professor

  • 2012.08.01 - 2014.07.31, Center for the Study of Finance and Insurance, Director

  • 2015.10.01 - , Center for Mathematical Modeling and Data Science, Professor

Education 【 display / non-display

Kyushu University Faculty of Economics  Graduated 1986.03
Kyushu University Graduate School, Division of Economics  Completed 1988.03
Kyushu University Graduate School, Division of Economics  Accomplished credits for doctoral program 1991.03
Kyushu University Graduate School, Division of Economics  1994.03

Employment Record 【 display / non-display

Graduate School of Economics, Osaka University, Professor 2005.01 -

Research topics 【 display / non-display

  • Financial econometrics
    Economic statistics-related

  • Statistical Analysis of High Frequency Data
    Economic statistics-related

  • study for robustness of empirical analysis
    Economic statistics-related

Academic Society Membership 【 display / non-display

  • Econometric Society

  • Japanese Economic Association

  • Japan Statistical Society

  • Nippon Finance Association

  • Operations Research Society of Japan

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Academic Papers 【 display / non-display

  • Measurement of Causality Change between Multiple Time Series, Ryo Kinoshita, Kosuke Oya, Journal of The Japan Statistical Society Japanese Issue,44 (1), 19-40, 2014.09, Papers(In Japanese)

  • Financial instability and the short-term dynamics of volatility expectations, N. Maghrebi, M.J. Holmes, K. Oya, Applied Financial Economics,Volume 24, Issue 6, page 377-395, 2014.02, Papers

  • Model-free implied volatility: From surface to index, Masaaki Fukasawa, Isao Ishida, Nabil Maghrebi, Kosuke Oya, Masato Ubukata, Kazutoshi Yamazaki, International Journal of Theoretical and Applied Finance,14 (4), 433-463, 2011.06, Papers

  • Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity, Masato Ubukata, Kosuke Oya, Recent Advances in Financial Engineering,201-218, 2009.06, Papers

  • Estimation and Testing for Dependence in Market Microstructure Noise, Masato Ubukata, Kosuke Oya, Journal of Financial Econometrics,7 (2), 106-151, 2009.03, Papers

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Conference management 【 display / non-display

  • National Conference, 2013 Japanese Joint Statistical Meeting, executive chair of 2013 Japanese Joint Statistical Meeting, 2013.09

Outside Activity Management 【 display / non-display

  • Academic society, The Japan Statistical Society, Board of Trustees, 2017.04 - 2019.03

  • Academic society, The Japan Statistical Society, Board of Trustees, 2015.04 - 2017.03