7 citations · 7 across the 1 of their papers we have counts for
3 papers
econ.GN2019
Particulate Air Pollution, Birth Outcomes, and Infant Mortality: Evidence from Japan's Automobile Emission Control Law of 1992
Tatsuki Inoue, Nana Nunokawa, Daisuke Kurisu +1
This study investigates the impacts of the Automobile NOx Law of 1992 on ambient air pollutants and fetal and infant health outcomes in Japan. Using panel data taken from more than…
math.ST2017★ 7 cited
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato, Daisuke Kurisu
This paper develops bootstrap methods to construct uniform confidence bands for nonparametric spectral estimation of Lévy densities under high-frequency observations. We assume tha…
math.ST2016
Power variations and testing for co-jumps: the small noise approach
Daisuke Kurisu
In this paper we study the effects of noise on the bipower variation (BPV), realized volatility (RV) and testing for co-jumps in high-frequency data under the small noise framework…