論文

• 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, June 2021.
• 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, June 2020.
• 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, Dec. 2018.
• 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, Mar. 2017.
• 国友直人, 江原 斐夫, 栗栖大輔. 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, 日本統計学会誌, vol. 46, no. 2, pp. 137-171, Mar. 2017.

著書

• Naoto Kunitomo, Seisho Sato, Daisuke Kurisu. Separating information maximum likelihood method for high-frequency financial data, Springer, July 2018.

国際会議発表 (査読有り)

• Naoto Kunitomo, Daisuke Kurisu. Detecting factors of quadratic variation in the presence of microstructure noise, CMStatistics2019, Dec. 2019.
• Naoto Kunitomo, Daisuke Kurisu. Detecting the number of factors of quadratic variation in the presence of microstructure noise, SETA2019, June 2019.

国内会議発表 (査読有り)

• 国友直人, 栗栖大輔. Detecting factors of quadratic variation in the presence of market microstructure noise, 第51回JAFEE大会, Aug. 2019.

国際会議発表 (査読なし・不明)

• 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, Sept. 2022.

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