Personnel Information

写真a

KANATANI TARO


Title

Associate Professor

Field

Field of Economics

Homepage URL

http://www.geocities.jp/kanatanit/

Seeds

https://www.shiga-u.ac.jp/wp/wp-content/uploads/seeds17-55.pdf

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Research Interests 【 display / non-display 】

  • Econometrics

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Graduating School 【 display / non-display 】

  • Kyoto University， Faculty of Economics

    University， 2000.03， Graduated， Japan

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Graduate School 【 display / non-display 】

  • Kyoto University， Graduate School, Division of Economics

    Doctor's Course， 2005.03， Other， Japan

  • Kyoto University， Graduate School, Division of Economics

    Master's Course， 2002.03， Other， Japan

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Degree 【 display / non-display 】

  • Doctor of Economics， Humanities & Social Sciences / Economic statistics， Kyoto University， Coursework， 2005.03

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Campus Career 【 display / non-display 】

  • Shiga University Faculty of Economics，Associate Professor， 2009.04 - Now

  • Shiga University Faculty of Economics，Instructor， 2008.10 - 2009.03

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External Career 【 display / non-display 】

  • Visiting Scholar, Department of Economics, Stanford University， Researcher， 2007.09 - 2008.09

  • Visiting Scholar, Department of Political Economics, University of Siena， Researcher， 2006.09 - 2007.03

  • JSPS Research Fellow, Institute of Economic Research, Kyoto University， Researcher， 2006.04 - 2008.09

  • Research Associate, Graduate School of Social Sciences, Hiroshima University， Assistant， 2005.10 - 2006.03

  • COE Postdoctoral Research Fellow, Graduate School of Economics, Kyoto University， Researcher， 2005.04 - 2005.09

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Association Memberships 【 display / non-display 】

  • Econometric Society

  • Japanese Association of Financial Econometrics and Engineering

  • Japanese Economic Association

  • Japan Statistical Society

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Research Areas 【 display / non-display 】

  • Humanities & Social Sciences / Economic statistics

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Papers 【 display / non-display 】

  • Subsampling Cumulative Covariance Estimator， Working Paper Series, Shiga University， vol.104， 2009, Taro Kanatani

    Research paper (conference, symposium, etc.)， Single Author

  • Nonparametric Methods of Estimating Integrated Multivariate Volatilities， Econometric Reviews， vol.27 (p.112 - 138) ， 2008, Toshiya Hoshikawa, Keiji Nagai, Taro Kanatani,Yoshihiko Nishiyama

    DOI:10.1080/07474930701853855, Research paper (scientific journal)， Multiple Authorship

  • Unbiased Covariance Estimation with Interpolated Data， Department of Economics Working Papers, University of Siena， vol.502， 2007, Taro Kanatani, Roberto Reno

    Research paper (conference, symposium, etc.)， Multiple Authorship

  • Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations， KIER Discussion Paper Series， vol.634， 2007, Taro Kanatani

    Research paper (conference, symposium, etc.)， Single Author

  • High Frequency Data and Realized Volatility， Doctoral Dissertation, Kyoto University， 2005, Taro Kanatani

    Research paper (conference, symposium, etc.)， Single Author

display all >>

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Committee Memberships 【 display / non-display 】

  • Japan Statistical Society， 1900

  • Japanese Economic Association， 1900

  • Japanese Association of Financial Econometrics and Engineering， 1900

  • Econometric Society， 1900

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