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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.
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| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2018年7月2日 |
| 発売日 | 2016 |
| ISBN13 | 9784431559283 |
| 出版社 | Springer Verlag, Japan |
| ページ数 | 114 |
| 寸法 | 150 × 220 × 10 mm · 185 g |
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