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 0 0 1 63 0 1 2 245
Unbiased covariance estimation with interpolated data 0 0 0 159 1 3 3 807
Total Working Papers 0 0 1 222 1 4 5 1,052


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 4 183
Total Journal Articles 0 0 0 262 1 2 4 709


Statistics updated 2025-12-06