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  • Naoto Kunitomo; Seisho Sato; Daisuke Kurisu
    978-4-431-55930-6
    2018
    Edition 1
    • Gives a systematic treatment of SIML (Separating Information Maximum Likelihood) method in financial econometrics
    • Discusses a robust estimation method for integrated volatility, covariance, and hedging coefficient by using high-frequency financial data
    • Includes applications to high-frequency financial data in Japan

    €110

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