Art
J-GLOBAL ID：200902218839342893   Reference number：07A0918603

Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations

雑音の多い非同期観測での重み付き実現共分散の有限サンプル解析
Author (2)：
KANATANI Taro

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(JSPS)

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, 
KANATANI Taro

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(Kyoto Univ.)

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Material：
統計関連学会連合大会講演報告集  (統計関連学会連合大会報告集)

About 統計関連学会連合大会講演報告集


Volume： 2007  Page： 232  Publication year： Sep. 2007 
JST Material Number： L1468A  Document type： Proceedings
Article type： 短報  Country of issue： Japan (JPN)  Language： ENGLISH (EN)
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*ratio

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Semi thesaurus term：
Thesaurus term/Semi thesaurus term
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All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
*volatility

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JST classification (1)：
JST classification
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Profit management 
(KA05030A)

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Terms in the title (6)：
Terms in the title
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雑音

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, 
非同期

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, 
観測

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, 
共分散

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サンプル

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, 
解析

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