Kazuhiko Shinki

PhD student
Department of Statistics,
University of Wisconsin-Madison

 

Office1:

    B248L, Department of Statistics,

    Medical Science Center,

    1300 University Ave., Madison, WI 53706

    Phone: (608)-263-7310

    No office hours


Office2:

    E1/322, Clinical Science Center,

    600 Highland Ave., Madison, WI 53792

    Phone: (608)-261-1865

    Office Hours:

    Tue./Fri. 9:00-11:30am or by appointment

 

E-mail: shinki at stat.wisc.edu

 

 

 

Education

2004-present   PhD student, Department of Statistics, University of Wisconsin-Madison (Advisor: Zhengjun Zhang)

2000   MS in Mathematical Science, University of Tokyo
(Thesis title: "Mordell-Weil Lattice and the Integral Points of an Elliptic Curve",   Advisor: Kazuya Kato and Tetsuji Shioda Summary )

1998   BS in Mathematics, Waseda University

Work Experience

2000-2004   Researcher, Research and Statistics Department, Bank of Japan

Research Interest

Extreme Value Theory, Time Series Analysis, Mathematical Finance, Econometrics

Teaching

Teaching Assistant for Stat 371: Introductory Applied Statistics for the Life Sciences, 2006 Fall.

Consulting

Research Assistant (under supervision of Jason Fine), Radiology Department, 2007 Spring-2007 Fall.

Publications

Zhang, Zhengjun and Shinki, Kazuhiko, "Extreme Co-movements and Extreme Impacts in High Frequency Data in Finance," Journal of Banking and Finance, Vol. 31 Issue 5, pp.1399-1415, 2007.

Kasuya, Munehisa and Shinki, Kazuhiko, "Predicting Turning Points in Inflation Cycle," in S. Fukuda and M. Kasuya (eds.), Structural Change in Japan's Economy and Economic Forecasting, University of Tokyo Press, 2004 (in Japanese).

Miyagawa, Tsutomu and Shinki, Kazuhiko, "Towards a New Measure of Output Gap," in S. Fukuda and M. Kasuya (eds.), Structural Change in Japan's Economy and Economic Forecasting, University of Tokyo Press, 2004 (in Japanese).

Kamada Kouichiro and Shinki Kazuhiko, "The Beveridge Curve in Japan - An Analysis Using the Structural VAR Model -," February 2003, Bank of Japan Research and Statistics Department Working Paper Series 03-1 (in Japanese).

Collaborative works

Bartels CM, Bell CL, Bridges, AJ and Shinki K, "Declining rates of serious extra-articular RA among US veteran inpatients," Arthritis and Rheumatism 2006; 54(9): S 208.

Last update: September 17, 2007