{"created":"2025-02-13T05:11:04.404684+00:00","id":2000373,"links":{},"metadata":{"_buckets":{"deposit":"683ede96-741d-4f04-98c2-5e4f75ae5bd8"},"_deposit":{"created_by":41,"id":"2000373","owners":[41],"pid":{"revision_id":0,"type":"depid","value":"2000373"},"status":"published"},"_oai":{"id":"oai:hiroshima.repo.nii.ac.jp:02000373","sets":["1730444918213"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"Optimally Weighted Realized Volatility","subitem_title_language":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kanatani, Taro","creatorNameLang":"ja"},{"creatorName":"金谷, 太郎","creatorNameLang":"en"}],"familyNames":[{"familyName":"Kanatani","familyNameLang":"ja"},{"familyName":"金谷","familyNameLang":"en"}],"givenNames":[{"givenName":"Taro","givenNameLang":"ja"},{"givenName":"太郎","givenNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186609386":{"attribute_name":"Subject","attribute_value_mlt":[{"subitem_subject":"Integrated (cross) volatility","subitem_subject_scheme":"Other"},{"subitem_subject":"Unevenly sampled observations","subitem_subject_scheme":"Other"},{"subitem_subject":"Fourier series estimator","subitem_subject_scheme":"Other"},{"subitem_subject":"Weighted realized volatility","subitem_subject_scheme":"Other"},{"subitem_subject":"350","subitem_subject_scheme":"NDC"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"In this paper we define a class of estimators for cross-volatility (conditional covariance between two asset returns) by weighted sum of products of two return series. This class nests several estimators and each estimator is characterized by its weight matrix. We derive the MSE-minimizing weight and introduce a feasible example. Our method for measuring cross-volatility is well applicable to nonsynchronous observations.","subitem_description_type":"Other"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"26","bibliographic_titles":[{"bibliographic_title":"CAEA Discussion Paper"},{"bibliographic_title":"CAEA Discussion Paper"}]}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_1617265215918":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_b1a7d7d4d402bcce","subitem_version_type":"AO"}]},"item_1617353299429":{"attribute_name":"Relation","attribute_value_mlt":[{"subitem_relation_type":"isVersionOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.kier.kyoto-u.ac.jp/coe21/result-DP.html","subitem_relation_type_select":"URI"}}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2023-03-18"}],"displaytype":"simple","filename":"OWRV.pdf","filesize":[{"value":"464.6 KB"}],"mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://hiroshima.repo.nii.ac.jp/record/2000373/files/OWRV.pdf"},"version_id":"9ff2871d-a9e2-42e5-ac14-5b9df4a9d641"}]},"item_1732771732025":{"attribute_name":"旧ID","attribute_value":"14537"},"item_title":"Optimally Weighted Realized Volatility","item_type_id":"40003","owner":"41","path":["1730444918213"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-03-18"},"publish_date":"2023-03-18","publish_status":"0","recid":"2000373","relation_version_is_last":true,"title":["Optimally Weighted Realized Volatility"],"weko_creator_id":"41","weko_shared_id":-1},"updated":"2025-02-17T11:37:57.508373+00:00"}