Shinsuke Ikeda, “Three Essays on Bias-Corrected Kernel Methods for the Estimation of the Integrated Covariance of Security Returns”. Ph.D. Dissertation, Boston University, 2010.
（２）学術的論文（単著）
Shinsuke Ikeda, “A Kernel Estimator of the Spot Volatility of Security Returns with Stationary Noise, Diurnal Seasonality and Leverage Effect,” Mimeo (2010).
（３）学会報告
Shinsuke Ikeda, “Bias-Corrected Rate-Optimal Estimator of the Integrated Covariation Matrix with Dependent Noise,” 6th International Symposium on Econometric Theory and Applications (SETA), Singapore Management University, April 30, 2010.
活動報告詳細は