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Reika Kambara
Institution:
Ritsumeikan University
Observed institution:
Ritsumeikan University
OpenAlex ID:
A5117510941
Symmetric Positive Semi-Definite Fourier Estimator of Spot Covariance Matrix with High Frequency Data
2025
·
Jiro Akahori
, Reika Kambara
, et al.
·
Risks
·
1
Uniform convergence of the positive semi-definite modification of Malliavin-Mancino estimator for the spot volatility process
2026
·
Jirô Akahori
, Reika Kambara
, et al.
·
Journal of Mathematical Analysis and Applications
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Works count:
2
Citation count:
1
H-index:
1
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