Capa do artigo Separating Information Maximum Likelihood Method For High-Frequency Financial Data
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Separating Information Maximum Likelihood Method For High-Frequency Financial Data eBook

by Seisho Sato, Daisuke Kurisu e Naoto Kunitomo
language: english
Publisher: Springer Japan, June of 2018 ‧
66,24€
52,99€
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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.

Separating Information Maximum Likelihood Method For High-Frequency Financial Data

by Seisho Sato, Daisuke Kurisu e Naoto Kunitomo

Property Description
ISBN: 9784431559306
Publisher: Springer Japan
Release Date: June of 2018
Language: English
Format: eBook
File Format and Compatibility:
Collection: Springerbriefs In Statistics
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9784431559306
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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