@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042187, author = {Sato, Seisho and Kunitomo, Naoto}, month = {Jun}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors}, year = {2011} }