• 20 Citations
  • 2 h-Index
20072013
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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.

  • 1 Similar Profiles
Time Series Models Mathematics
Locally Stationary Processes Mathematics
Maximum Likelihood Estimator Mathematics
Statistical Estimation Mathematics
Option Valuation Mathematics
Option Pricing Mathematics
Higher-order Asymptotics Mathematics
Quasi-maximum Likelihood Mathematics

Research Output 2007 2013

  • 20 Citations
  • 2 h-Index
  • 8 Article
  • 2 Chapter
  • 1 Book

Asymptotic expansion for interest rates with non-gaussian dependent innovations

Shiohama, T. & Tamaki, K., 2013 Jan, 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

interest rate
innovation
Interest rates
Innovation
Zero-coupon bond
1 Citation (Scopus)

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

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

Research output: Contribution to journalArticle

Asymptotic expansion
Term structure
Defaultable bonds
Innovation
Evaluation

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

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

Research output: Chapter in Book/Report/Conference proceedingChapter

monetary policy
inflation
Japan
bank
Inflation expectations
1 Citation (Scopus)

Jackknifed whittle estimators

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

Research output: Contribution to journalArticle

Estimator
Jackknife
Whittle Likelihood
Unit Root
Time Series Analysis

Statistical estimation of portfolios for dependent financial returns

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

Research output: Contribution to journalArticle

Statistical Estimation
Dependent
Statistical estimation
Financial returns