All ebooks by Daisuke Kurisu in PDF
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All ebooks by Daisuke Kurisu in PDF


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Download this eBook Separating Information Maximum Likelihood Method for High-Frequency Financial Data
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Separating Information Maximum Likelihood Method for High-Frequency Financial Data


Naoto Kunitomo , Daisuke Kurisu , Seisho Sato


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...

Publication date: 2018-06-14
Format: PDF
Publisher: Springer
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£49,99

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