Access Statistics for Taro Kanatani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations 1 1 1 63 1 1 1 244
Unbiased covariance estimation with interpolated data 0 0 0 159 0 0 0 804
Total Working Papers 1 1 1 222 1 1 1 1,048


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Iterative method for exponentially weighted rolling regression 0 0 0 210 0 0 0 526
Nonparametric Estimation Methods of Integrated Multivariate Volatilities 0 0 0 52 1 2 2 181
Total Journal Articles 0 0 0 262 1 2 2 707


Statistics updated 2025-09-05