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"Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise"
Kunitomo, Naoto, (2008)
"Estimation of Asymmetrical Volatility for Asset Prices: The Simultaneous Switching ARIMA Approach"
Kunitomo, Naoto, (1997)
"A Generalized SSAR Model and Predictive Distribution with an Application to VaR"
Kunitomo, Naoto, (2001)