Details about Taro Kanatani
Access statistics for papers by Taro Kanatani.
Last updated 2009-04-15. Update your information in the RePEc Author Service.
Short-id: pka155
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Journal Articles
Working Papers
2007
- Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
KIER Working Papers, Kyoto University, Institute of Economic Research
- Unbiased covariance estimation with interpolated data
Department of Economics University of Siena, Department of Economics, University of Siena
View citations (1)
Journal Articles
2008
- Nonparametric Estimation Methods of Integrated Multivariate Volatilities
Econometric Reviews, 2008, 27, (1-3), 112-138
View citations (5)
2004
- Iterative method for exponentially weighted rolling regression
Finance Research Letters, 2004, 1, (3), 196-201