{"created":"2025-02-21T06:15:27.602193+00:00","id":2011768,"links":{},"metadata":{"_buckets":{"deposit":"3ad74d59-abb2-4fdc-80fe-953f5b00e078"},"_deposit":{"created_by":41,"id":"2011768","owners":[41],"pid":{"revision_id":0,"type":"depid","value":"2011768"},"status":"published"},"_oai":{"id":"oai:hiroshima.repo.nii.ac.jp:02011768","sets":["1730444907710"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"A Bias Correction Method for Realized Covariance Calculated Using Previous Tick Interpolation, Preliminary version : October 9, 2005","subitem_title_language":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kanatani, Taro","creatorNameLang":"en"}],"familyNames":[{"familyName":"Kanatani","familyNameLang":"en"}],"givenNames":[{"givenName":"Taro","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":"Previous tick interpolation","subitem_subject_scheme":"Other"},{"subitem_subject":"Bias correction","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 propose an unbiased estimator of cross-volatility (conditional covariance between two asset returns) when we must use evenly spaced data which have already been manipulated by previoustick interpolation.","subitem_description_type":"Other"},{"subitem_description":"This research was partially supported by the Ministry of Education, Culture, Sports, Science and Technology (MEXT), Grant-in-Aid for 21st Century COE Program \"Interfaces for Advanced Economic Analysis\".","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":"2005-10-09","bibliographicIssueDateType":"Issued"}}]},"item_1617258105262":{"attribute_name":"Resource Type","attribute_value_mlt":[{"resourcetype":"other","resourceuri":"http://purl.org/coar/resource_type/c_1843"}]},"item_1617265215918":{"attribute_name":"Version Type","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_b1a7d7d4d402bcce","subitem_version_type":"AO"}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2023-03-18"}],"displaytype":"simple","filename":"bias_correction110805.pdf","filesize":[{"value":"221.2 KB"}],"mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://hiroshima.repo.nii.ac.jp/record/2011768/files/bias_correction110805.pdf"},"version_id":"cf2be6ad-adfa-460c-8d6b-26ab01a7d8b3"}]},"item_1732771732025":{"attribute_name":"旧ID","attribute_value":"14539"},"item_title":"A Bias Correction Method for Realized Covariance Calculated Using Previous Tick Interpolation, Preliminary version : October 9, 2005","item_type_id":"40003","owner":"41","path":["1730444907710"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-03-18"},"publish_date":"2023-03-18","publish_status":"0","recid":"2011768","relation_version_is_last":true,"title":["A Bias Correction Method for Realized Covariance Calculated Using Previous Tick Interpolation, Preliminary version : October 9, 2005"],"weko_creator_id":"41","weko_shared_id":-1},"updated":"2025-02-22T11:36:59.432712+00:00"}