Separating information maximum likelihood method for high-frequency financial data
This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics. Considerable interest has been given to the estimation problem of integrated volatility and covariance by using high-frequency financial data. Althoug...
| Main Author: | Kunitomo, Naoto, 1950- |
|---|---|
| Other Authors: | Sato, Seisho,, Kurisu, Daisuke,, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Tokyo :
Springer,
2018.
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| Physical Description: |
1 online resource. |
| Series: |
SpringerBriefs in statistics.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |