| Pricing Options With Curved Boundaries1 N Kunitomo, M Ikeda Mathematical finance 2 (4), 275-298, 1992 | 387 | 1992 |
| Improving the Parkinson method of estimating security price volatilities N Kunitomo Journal of Business, 295-302, 1992 | 215 | 1992 |
| The asymptotic expansion approach to the valuation of interest rate contingent claims N Kunitomo, A Takahashi Mathematical Finance 11 (1), 117-151, 2001 | 176 | 2001 |
| Evaluation of the distribution function of the limited information maximum likelihood estimator TW Anderson, N Kunitomo, T Sawa Econometrica: Journal of the Econometric Society, 1009-1027, 1982 | 142 | 1982 |
| Asymptotic expansions of the distributions of estimators in a linear functional relationship and simultaneous equations N Kunitomo Journal of the American Statistical Association 75 (371), 693-700, 1980 | 138 | 1980 |
| On validity of the asymptotic expansion approach in contingent claim analysis N Kunitomo, A Takahashi The Annals of Applied Probability 13 (3), 914-952, 2003 | 118 | 2003 |
| Properties of predictors in misspecified autoregressive time series models N Kunitomo, T Yamamoto Journal of the American Statistical Association 80 (392), 941-950, 1985 | 106 | 1985 |
| On the asymptotic optimality of the LIML estimator with possibly many instruments TW Anderson, N Kunitomo, Y Matsushita Journal of Econometrics 157 (2), 191-204, 2010 | 79 | 2010 |
| Pricing options under stochastic interest rates: a new approach YJ Kim, N Kunitomo Asia-Pacific Financial Markets 6, 49-70, 1999 | 78 | 1999 |
| Tests of unit roots and cointegration hypotheses in econometric models N Kunitomo The Japanese Economic Review 47, 79-109, 1996 | 62 | 1996 |
| Pricing average options N Kunitomo Japan Financial Review 14, 1-20, 1992 | 59 | 1992 |
| Asymptotic bias of the least squares estimator for multivariate autoregressive models T Yamamoto, N Kunitomo Annals of the Institute of Statistical Mathematics 36 (3), 419-430, 1984 | 55 | 1984 |
| Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system Y Fujikoshi, K Morimune, N Kunitomo, M Taniguchi Journal of Econometrics 18 (2), 191-205, 1982 | 53 | 1982 |
| Comparing single-equation estimators in a simultaneous equation system TW Anderson, N Kunitomo, K Morimune Econometric Theory 2 (1), 1-32, 1986 | 51 | 1986 |
| Applications of the asymptotic expansion approach based on Malliavin-Watanabe calculus in financial problems N Kunitomo, A Takahashi Stochastic processes and applications to mathematical finance, 195-232, 2004 | 39 | 2004 |
| Some properties of the LIML estimator in a dynamic panel structural equation K Akashi, N Kunitomo Journal of Econometrics 166 (2), 167-183, 2012 | 37 | 2012 |
| Tests of overidentification and predeterminedness in simultaneous equation models TW Anderson, N Kunitomo Journal of Econometrics 54 (1-3), 49-78, 1992 | 28 | 1992 |
| On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments TW Anderson, N Kunitomo, Y Matsushita Journal of Econometrics 165 (1), 58-69, 2011 | 27 | 2011 |
| Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances TW Anderson, N Kunitomo Journal of Multivariate Analysis 40 (2), 221-243, 1992 | 27 | 1992 |
| Separating information maximum likelihood estimation of realized volatility and covariance with micro-market noise N Kunitomo, S Sato CIRJE Discussion Paper F-581, University of Tokyo, 2008 | 26 | 2008 |
