Personnel Information

写真a

KANATANI TARO


Title

Associate Professor

Field

Field of Economics

Homepage URL

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

Research Interests 【 display / non-display

  • Econometrics

Graduating School 【 display / non-display

  • Kyoto University, Faculty of Economics

    University, 2000.03, Graduated, Japan

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

Degree 【 display / non-display

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

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

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

Association Memberships 【 display / non-display

  • Econometric Society

  • Japanese Association of Financial Econometrics and Engineering

  • Japanese Economic Association

  • Japan Statistical Society

Research Areas 【 display / non-display

  • Humanities & Social Sciences / Economic statistics

 

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

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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

Preferred joint research theme 【 display / non-display

  • 【キーワード】金融高頻度データ/リスク管理/マーケット・マイクロストラクチャー・ノイズ/ポートフォリオ/共分散/サブサンプリング

 

Charge of on-campus class subject 【 display / non-display

  • 演習Ⅳ,2024.10 - 2025.03

  • 金融工学特講,2024.10 - 2025.03

  • 演習Ⅱ,2024.10 - 2025.03

  • 専門演習Ⅳ,2024.10 - 2025.03

  • 計量ファイナンス,2024.10 - 2025.03

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