@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, }