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Information about:
Taro Kanatani

Personal Details | Affiliation | Works
This is information that was supplied by Taro Kanatani in registering through RePEc. If you are Taro Kanatani , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Taro
Middle Name:
Last Name: Kanatani
Suffix:

RePEc Short-ID: pka155

Email:
Homepage: http://www.biwako.shiga-u.ac.jp/sensei/t-kanatani/
Postal Address: 1-1-1 Banba, Hikone, Shiga 522-8522 Japan
Phone: +81-749-27-1091

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Taro Kanatani, 2007. "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers 634, Kyoto University, Institute of Economic Research. [Downloadable!]

  2. Taro Kanatani & Roberto Reno', 2007. "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena 502, Department of Economics, University of Siena. [Downloadable!]

Articles

  1. Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama, 2008. "Nonparametric Estimation Methods of Integrated Multivariate Volatilities," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 112-138. [Downloadable!] (restricted)

  2. Taro Kanatani, 2004. "Integrated volatility measuring from unevenly sampled observations," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-8. [Downloadable!]

  3. Kanatani, Taro, 2004. "Iterative method for exponentially weighted rolling regression," Finance Research Letters, Elsevier, vol. 1(3), pages 196-201, September. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-04-28 2007-07-13 Author is listed
  2. NEP-MST: Market Microstructure (2) 2007-04-28 2007-07-13 Author is listed
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This page was last updated on 2010-1-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.