Naoto Kunitomo

1.7k citations
55 papers · 1000 indexed · h-index 15
Topics
Financial Risk and Volatility Modeling (20 papers)Complex Systems and Time Series Analysis (13 papers)Statistical Methods and Inference (12 papers)
Partner nations
JapanUnited States

In The Last Decade

Naoto Kunitomo

53 papers receiving 873 citations

Peers

Naoto Kunitomo
Comparison fields: 5 of 85
  • Finance 582
  • Economics and Econometrics 369
  • Statistics and Probability 253
  • General Economics, Econometrics and Finance 214
  • Management Science and Operations Research 88
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Citations per field
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Citations per year

Countries citing papers authored by Naoto Kunitomo

Since Specialization
Citations

This map shows the geographic impact of Naoto Kunitomo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Naoto Kunitomo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Naoto Kunitomo more than expected).

Fields of papers citing papers by Naoto Kunitomo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Naoto Kunitomo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Naoto Kunitomo. The network helps show where Naoto Kunitomo may publish in the future.

Co-authorship network of co-authors of Naoto Kunitomo

This figure shows the co-authorship network connecting the top 25 collaborators of Naoto Kunitomo. A scholar is included among the top collaborators of Naoto Kunitomo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Naoto Kunitomo. Naoto Kunitomo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 1
2
An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity
1
3
Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
3
4
The Limited Information Maximum Likelihood Estimator as an Angle
2
5
Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity
4
6
Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise
4
7
Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System
3
8 1
9
On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis
3
10 3
11 32
12 2
13 12
14 176
15 93
16 3
17 27
18 9
19
[Microcirculation of human conjunctiva].
2
20
New treatment of pterygium.
9

About Naoto Kunitomo

Naoto Kunitomo is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 55 papers that have together received 1000 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (20 papers), Complex Systems and Time Series Analysis (13 papers) and Statistical Methods and Inference (12 papers). The work is most often cited by research in Finance (582 citations), Statistics and Probability (253 citations) and General Economics, Econometrics and Finance (214 citations). Naoto Kunitomo has collaborated with scholars based in Japan and United States. Frequent co-authors include Masayuki Ikeda, Akihiko Takahashi, T. W. Anderson, Taku Yamamoto, Takamitsu Sawa, Kimio Morimune, Seisho Sato, Yasunori Fujikoshi, Masanobu Taniguchi and Masao Murakami. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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