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Taro Kanatani

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Personal Details

First Name:Taro
Middle Name:
Last Name:Kanatani
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RePEc Short-ID:pka155
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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
Location: Japan
Homepage: http://www.econ.shiga-u.ac.jp/
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Handle: RePEc:edi:feshijp (more details at EDIRC)
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  1. Taro Kanatani & Roberto Reno', 2007. "Unbiased covariance estimation with interpolated data," 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 634, Kyoto University, Institute of Economic Research.
  1. Toshiya Hoshikawa & Keiji Nagai & Taro Kanatani & Yoshihiko Nishiyama, 2008. "Nonparametric Estimation Methods of Integrated Multivariate Volatilities," Econometric Reviews, 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, vol. 1(3), pages 196-201, September.
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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