Separating Information Maximum Likelihood Method for High-Frequency Financial Data

Available
0
StarStarStarStarStar
0Reviews
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. Although several new statistical estimation procedures have been proposed, each method has some desirable pr...
Read more
product_type_E-book
epub
Price
49.99 £
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. Although several new statistical estimation procedures have been proposed, each method has some desirable pr...
Read more
Follow the Author

Options

  • Formats: epub
  • ISBN: 9784431559306
  • Publication Date: 14 Jun 2018
  • Publisher: Springer Japan
  • Product language: English
  • Drm Setting: DRM