The following pages link to Naoto Kunitomo (Q543440):
Displaying 39 items.
- The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
- Separating information maximum likelihood method for high-frequency financial data (Q721137) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Pricing options under stochastic interest rates: a new approach (Q1012319) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system (Q1163307) (← links)
- Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481) (← links)
- Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Simultaneous multivariate Hawkes-type point processes and their application to financial markets (Q2329858) (← links)
- The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims (Q2707166) (← links)
- (Q2930377) (← links)
- Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations (Q3317964) (← links)
- (Q3616647) (← links)
- Properties of Predictors in Misspecified Autoregressive Time Series Models (Q3716155) (← links)
- (Q3766648) (← links)
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations (Q3891558) (← links)
- Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences (Q3894803) (← links)
- Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator (Q3947034) (← links)
- Pricing Options With Curved Boundaries<sup>1</sup> (Q4345935) (← links)
- (Q4548484) (← links)
- ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH (Q4787562) (← links)
- SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL (Q4892827) (← links)
- (Q5011451) (← links)
- (Q5045528) (← links)
- (Q5486566) (← links)
