@book{CTT100792240,
  author = {Naoto Kunitomo and Seisho Sato and Daisuke Kurisu},
  title = {Separating information maximum likelihood method for high-frequency financial data},
  publisher = {Springer},
  year = 2018,
}

@article{CTT100820603,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting number of factors of quadratic variation in the presence of microstructure noise},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2021,
}

@article{CTT100800869,
  author = {Naoto Kunitomo and Naoki Awaya and Daisuke Kurisu},
  title = {Comparing estimation methods of non-stationary errors-in-variables models},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2020,
}

@article{CTT100792237,
  author = {Naoto Kunitomo and Daisuke Kurisu and Naoki Awaya},
  title = {Simultaneous multivariate Hawkes-type point processes and their application to financial markets},
  journal = {Japanese Journal of Statistics and Data Science},
  year = 2018,
}

@article{CTT100792228,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Effects of jumps and small noise in high-frequency financial econometrics},
  journal = {Asia-Pacific Financial Markets},
  year = 2017,
}

@article{CTT100792231,
  author = {国友直人 and 江原 斐夫 and 栗栖大輔},
  title = {多次元ホークス型モデルによるマクロ金融市場の因果性分析},
  journal = {日本統計学会誌},
  year = 2017,
}

@inproceedings{CTT100882149,
  author = {Serita, S. and Ogawa, Y. and Ishizu, K. and Tseng, K.H. and Kunitomo, T. and Minami, T. and Ichihara, H and Caldwell, T.G. and Heise, W. and Bertrand E.A.},
  title = {EM-ACROSS System: Installation at the Kusatsu-Shirane Volcano, Japan},
  booktitle = {},
  year = 2022,
}

@inproceedings{CTT100810705,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting factors of quadratic variation in the presence of microstructure noise},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100803809,
  author = {国友直人 and 栗栖大輔},
  title = {Detecting factors of quadratic variation in the presence of market microstructure noise},
  booktitle = {},
  year = 2019,
}

@inproceedings{CTT100800863,
  author = {Naoto Kunitomo and Daisuke Kurisu},
  title = {Detecting the number of factors of quadratic variation in the presence of microstructure noise},
  booktitle = {},
  year = 2019,
}