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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.

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Research Output

  • 15 Citations
  • 1 h-Index
  • 4 Article

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 journalArticle

  • 13 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 journalArticle

  • 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

  • 1 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 journalArticle

  • 1 Citation (Scopus)