• 20 Citations
  • 2 h-Index
20072013

Research output per year

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Fingerprint Dive into the research topics where Kenichiro Tamaki is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

  • 20 Citations
  • 2 h-Index
  • 7 Article
  • 2 Chapter
  • 1 Book
  • 1 Editorial

Asymptotic expansion for interest rates with non-gaussian dependent innovations

Shiohama, T. & Tamaki, K., 2013 Jan 1, Interest Rates: Term Structure Models, Monetary Policy, and Prediction. Nova Science Publishers, Inc., p. 19-61 43 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

  • Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations

    Miura, M., Tamaki, K. & Shiohama, T., 2013 Apr 9, In : Asia-Pacific Financial Markets. 20, 4, p. 311-344 34 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Relationship between monetary policy and inflation expectations: Comparison among Japan, the United States, and the United Kingdom

    Nakazono, Y., Shiohama, T. & Tamaki, K., 2013 Jan 1, Monetary Policy: Roles, Forecasting and Effects. Nova Science Publishers, Inc., p. 51-84 34 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  • Jackknifed whittle estimators

    Taniguchi, M., Tamaki, K., DiCiccio, T. J. & Monti, A. C., 2012 Jul 1, In : Statistica Sinica. 22, 3, p. 1287-1304 18 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    Statistical estimation of portfolios for dependent financial returns

    Taniguchi, M., Chen, C. W. S., Hirukawa, J., Shiraishi, H., Tamaki, K. & Veredas, D., 2012 Oct 29, In : Advances in Decision Sciences. 2012, 681490.

    Research output: Contribution to journalEditorial