Three essays on bias corrected kernel methods for the estimation of the integrated covariance of security returns

• Material Type: 図書
• Title: Three essays on bias corrected kernel methods for the estimation of the integrated covariance of security returns
• Author/Editor: by Shinsuke Ikeda.
• Author Heading: Ikeda, Shinsuke.
• Publication, Distribution, etc.: Ann Arbor, MI : UMI
• Publication Date: [2010]
• Publication Date (W3CDTF): 2010
• Extent: xiv, 253 pages
• Other physical details: illustrations
• Size: 23 cm
• Degree grantor/type: Boston University
• Date Granted (W3CDTF): 2010
• Degree Type: Ph.D.
• Place of Publication (Country Code): US
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• NDLC: DF111
• Target Audience: 一般
• Note (General): Authorized facsimile, made from the microfilm master copy of the original dissertation or master thesis published by UMI.; UMI number: 3411741.
• Holding library: 国立国会図書館
• Call No.: DF111-B87
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 024645865; http://id.ndl.go.jp/bib/024645865
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• Summary, etc.: Abstract: The integrated covariance is a multivariate and stochastic generalization of the univariate constant volatility parameter in continuous time...