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Taro Kanatani

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

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

Faculty of Economics
Shiga University
Location: Japan
Homepage: http://www.econ.shiga-u.ac.jp/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:feshijp (more details at EDIRC)

Works

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Working papers

  1. Taro Kanatani & Roberto Reno', 2007. "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena, Department of Economics, University of Siena 502, Department of Economics, University of Siena.
  2. Taro Kanatani, 2007. "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers, Kyoto University, Institute of Economic Research 634, Kyoto University, Institute of Economic Research.

Articles

  1. Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama, 2008. "Nonparametric Estimation Methods of Integrated Multivariate Volatilities," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 27(1-3), pages 112-138.
  2. Kanatani, Taro, 2004. "Iterative method for exponentially weighted rolling regression," Finance Research Letters, Elsevier, Elsevier, vol. 1(3), pages 196-201, September.

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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