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Separating Information Maximum Likelihood Method for High-Frequency Financial Data - JSS Research Series in Statistics Naoto Kunitomo 1st ed. 2018 edition
Separating Information Maximum Likelihood Method for High-Frequency Financial Data - JSS Research Series in Statistics
Naoto Kunitomo
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.
biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 2 de julio de 2018 |
| Fecha de lanzamiento original | 2016 |
| ISBN13 | 9784431559283 |
| Editores | Springer Verlag, Japan |
| Páginas | 114 |
| Dimensiones | 150 × 220 × 10 mm · 185 g |
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