"Serita, S.,Ogawa, Y.,Ishizu, K.,Tseng, K.H.,Kunitomo, T.,Minami, T.,Ichihara, H,Caldwell, T.G.,Heise, W.,Bertrand E.A.","EM-ACROSS System: Installation at the Kusatsu-Shirane Volcano, Japan","EMIW 2022",,,,,,2022,Sept.
"Naoto Kunitomo,Daisuke Kurisu","Detecting number of factors of quadratic variation in the presence of microstructure noise",,"Japanese Journal of Statistics and Data Science","Springer","Vol. 4",,"pp. 601-641",2021,June
"Naoto Kunitomo,Naoki Awaya,Daisuke Kurisu","Comparing estimation methods of non-stationary errors-in-variables models",,"Japanese Journal of Statistics and Data Science","Springer","Vol. 3",,"pp. 73-101",2020,June
"Naoto Kunitomo,Daisuke Kurisu","Detecting factors of quadratic variation in the presence of microstructure noise","CMStatistics2019",,,,,,2019,Dec.
"�‘—F’¼�l,ŒI�²‘å•ã","Detecting factors of quadratic variation in the presence of market microstructure noise","‘æ51‰ñJAFEE‘å‰ï",,,,,,2019,Aug.
"Naoto Kunitomo,Daisuke Kurisu","Detecting the number of factors of quadratic variation in the presence of microstructure noise","SETA2019",,,,,,2019,June
"Naoto Kunitomo,Daisuke Kurisu,Naoki Awaya","Simultaneous multivariate Hawkes-type point processes and their application to financial markets",,"Japanese Journal of Statistics and Data Science","Springer","vol. 1","no. 2","pp. 297-332",2018,Dec.
"Naoto Kunitomo,Seisho Sato,Daisuke Kurisu","Separating information maximum likelihood method for high-frequency financial data",,,"Springer",,,,2018,July
"Naoto Kunitomo,Daisuke Kurisu","Effects of jumps and small noise in high-frequency financial econometrics",,"Asia-Pacific Financial Markets","Springer","vol. 24","no. 1","pp. 39-73",2017,Mar.
"�‘—F’¼�l,�]Œ´ ”ã•v,ŒI�²‘å•ã","‘½ŽŸŒ³ƒz�[ƒNƒXŒ^ƒ‚ƒfƒ‹‚É‚æ‚éƒ}ƒNƒ�‹à—ZŽs�ê‚̈ö‰Ê�«•ª�Í",,"“ú–{“�ŒvŠw‰ïŽ�",,"vol. 46","no. 2","pp. 137-171",2017,Mar.