Hiroki Masuda

Kyushu University

6-19-1, Hakozaki, Higashiku

Fukuoka, 812-8581

Japan

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Scholarly Papers (1)

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Optimal Weight for Realized Variance Based on Intermittent High‐Frequency Data

Japanese Economic Review, Vol. 63, Issue 4, pp. 497-527, 2012
Number of pages: 31 Posted: 28 Nov 2012
Hiroki Masuda and Takayuki Morimoto
Kyushu University and Kwansei Gakuin University - Department of Mathematical Sciences
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Abstract: