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Fingerprint 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.

Spectral Density Matrix Mathematics
Spectral density Engineering & Materials Science
Factorization Engineering & Materials Science
Numerical methods Engineering & Materials Science
Numerical Methods Mathematics
Stationary Process Mathematics
Random processes Engineering & Materials Science
Spectral Factorization Mathematics

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Research Output 2004 2017

  • 8 Citations
  • 1 h-Index
  • 4 Article
6 Citations (Scopus)

Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach

Bala, D. A. & Takimoto, T., Mar 1 2017, In : Borsa Istanbul Review. 17, 1, p. 25-48 24 p.

Research output: Contribution to journalArticle

Multivariate GARCH
Emerging markets
Stock market volatility
Financial crisis
Volatility spillover

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 journalArticle

Spectral Density Matrix
Spectral density
Factorization
Numerical methods
Numerical Methods
1 Citation (Scopus)

Testing the one-way effect in the presence of trend breaks

Hosoya, Y., Yao, F. & Takimoto, T., Jan 1 2005, In : Japanese Economic Review. 56, 1, p. 107-126 20 p.

Research output: Contribution to journalArticle

Trend breaks
Testing
Interest rates
Cointegration
Income
1 Citation (Scopus)

A three-step procedure for estimating and testing cointegrated ARMAX models

Takimoto, T. & Hosoya, Y., Jan 1 2004, In : Japanese Economic Review. 55, 4, p. 418-450 33 p.

Research output: Contribution to journalArticle

Testing
Approximation
Financial time series
Burden
Likelihood ratio statistic