Naoto Kunitomo

1.7k total citations
55 papers, 1000 citations indexed

About

Naoto Kunitomo is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Naoto Kunitomo has authored 55 papers receiving a total of 1000 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 21 papers in Economics and Econometrics and 18 papers in Statistics and Probability. Recurrent topics in Naoto Kunitomo's work include Financial Risk and Volatility Modeling (20 papers), Complex Systems and Time Series Analysis (13 papers) and Statistical Methods and Inference (12 papers). Naoto Kunitomo is often cited by papers focused on Financial Risk and Volatility Modeling (20 papers), Complex Systems and Time Series Analysis (13 papers) and Statistical Methods and Inference (12 papers). Naoto Kunitomo collaborates with scholars based in Japan and United States. Naoto Kunitomo's 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 and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Naoto Kunitomo

53 papers receiving 873 citations

Peers

Naoto Kunitomo

FINAN

GEEF

MSOR

William P. McCormick United States

Cătălin Stărică United States

Joann Jasiak Canada

Dennis Kristensen United Kingdom

D. F. Nicholls Australia

Marine Carrasco Canada

Robert M. de Jong United States

Cecilia Mancini Italy

Mark Podolskij Denmark

Roman Liesenfeld Germany

William P. McCormick United States

Naoto Kunitomo

435 ×0.7

FINAN

191 ×0.5

360 ×1.4

184 ×0.9

GEEF

188 ×2.1

MSOR

Citations per year, relative to Naoto Kunitomo Naoto Kunitomo (= 1×) peers William P. McCormick

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

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20 of 20 papers shown

Kunitomo, Naoto, et al.. (2015). On robust properties of the SIML estimation of volatility under micro-market noise and random sampling. International Review of Economics & Finance. 40. 265–281. 1 indexed citations

Kunitomo, Naoto, et al.. (2010). An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity. RePEc: Research Papers in Economics. 1 indexed citations

Kunitomo, Naoto & Seisho Sato. (2010). Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise. RePEc: Research Papers in Economics. 3 indexed citations

Anderson, T. W., et al.. (2009). The Limited Information Maximum Likelihood Estimator as an Angle. RePEc: Research Papers in Economics. 2 indexed citations

Kunitomo, Naoto, et al.. (2008). Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity. RePEc: Research Papers in Economics. 4 indexed citations

Kunitomo, Naoto & Seisho Sato. (2008). Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise. RePEc: Research Papers in Economics. 4 indexed citations

Kunitomo, Naoto, et al.. (2003). Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System. RePEc: Research Papers in Economics. 3 indexed citations

Kunitomo, Naoto & Seisho Sato. (1999). Stationary and Non-stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series. Japanese Economic Review. 50(2). 161–190. 1 indexed citations

Kunitomo, Naoto & Akihiko Takahashi. (1998). On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis. RePEc: Research Papers in Economics. 3 indexed citations

10.

Sato, Seisho & Naoto Kunitomo. (1996). SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL. Journal of Time Series Analysis. 17(3). 287–307. 3 indexed citations

11.

Kunitomo, Naoto. (1996). TESTS OF UNIT ROOTS AND COINTEGRATION HYPOTHESES IN ECONOMETRIC MODELS. Japanese Economic Review. 47(1). 79–109. 32 indexed citations

12.

Anderson, T. W. & Naoto Kunitomo. (1994). Asymptotic robustness of tests of overidentification and predeterminedness. Journal of Econometrics. 62(2). 383–414. 2 indexed citations

13.

Anderson, T. W. & Naoto Kunitomo. (1992). Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances. Journal of Multivariate Analysis. 40(2). 221–243. 12 indexed citations

14.

Kunitomo, Naoto & Masayuki Ikeda. (1992). Pricing Options With Curved Boundaries¹. Mathematical Finance. 2(4). 275–298. 176 indexed citations

15.

Kunitomo, Naoto. (1992). Improving the Parkinson Method of Estimating Security Price Volatilities. The Journal of Business. 65(2). 295–295. 93 indexed citations

16.

Kunitomo, Naoto. (1986). COMPARING SOME MODIFIED MAXIMUM LIKELIHOOD ESTIMATORS OF A SLOPE COEFFICIENT IN A LINEAR FUNCTIONAL RELATIONSHIP. 16(2). 173–185. 3 indexed citations

17.

Yamamoto, Taku & Naoto Kunitomo. (1984). Asymptotic bias of the least squares estimator for multivariate autoregressive models. Annals of the Institute of Statistical Mathematics. 36(3). 419–430. 27 indexed citations

18.

Kunitomo, Naoto. (1977). A NOTE ON THE EFFICIENCY OF ZELLNER'S ESTIMATOR FOR THE CASE OF TWO SEEMINGLY UNRELATED REGRESSION EQUATIONS. The economic studies quarterly/Economic studies quarterly/Kikan riron keizaigaku. 28(1). 73–77. 9 indexed citations

19.

Kunitomo, Naoto. (1972). [Microcirculation of human conjunctiva].. PubMed. 76(10). 1344–76. 2 indexed citations

20.

Kunitomo, Naoto. (1963). New treatment of pterygium.. 5(1). 9 indexed citations

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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