Naoto Kunitomo

  • 593 Citations
  • 13 h-Index
1980 …2020

Research output per year

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Personal profile

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Research Output

  • 593 Citations
  • 13 h-Index
  • 31 Article
  • 2 Conference contribution
  • 1 Editorial

Realized volatility, covariance and hedging coefficient of the nikkei-225 futures with micro-market noise

Kunitomo, N. & Sato, S., 2020, 18th World IMACS Congress and MODSIM 2009 - International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings. Anderssen, R. S., Braddock, R. D. & Newham, L. T. H. (eds.). Modelling and Simulation Society of Australia and New Zealand Inc. (MSSANZ), p. 1321-1327 7 p. (18th World IMACS Congress and MODSIM 2009 - International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Effects of Jumps and Small Noise in High-Frequency Financial Econometrics

    Kunitomo, N. & Kurisu, D., 1 Mar 2017, In : Asia-Pacific Financial Markets. 24, 1, p. 39-73 35 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)
  • 3 Citations (Scopus)
  • 2 Citations (Scopus)
  • 11 Citations (Scopus)