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Dive into the research topics where Taro Takimoto is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
- 4 Article
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Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach
Bala, D. A. & Takimoto, T., Mar 2017, In: Borsa Istanbul Review. 17, 1, p. 25-48 24 p.Research output: Contribution to journal › Article › peer-review
Open Access72 Link opens in a new tab Citations (Scopus) -
A numerical method for factorizing the rational spectral density matrix
Hosoya, Y. & Takimoto, T., Jul 2010, In: Journal of Time Series Analysis. 31, 4, p. 229-240 12 p.Research output: Contribution to journal › Article › peer-review
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Testing the one-way effect in the presence of trend breaks
Hosoya, Y., Yao, F. & Takimoto, T., Mar 2005, In: Japanese Economic Review. 56, 1, p. 107-126 20 p.Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Citation (Scopus) -
A three-step procedure for estimating and testing cointegrated ARMAX models
Takimoto, T. & Hosoya, Y., Dec 2004, In: Japanese Economic Review. 55, 4, p. 418-450 33 p.Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Citation (Scopus)