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Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
Paper
文書・図像類
Kunitomo, Naoto, Sato, Seisho
日本経済国際共同センター
2010-04
Discussion paper series. CIRJE-F
CIRJE-F-733
Other Libraries in Japan
Subject Heading
...dogenous Noise
Autocorrelated Noise
Robustness
Reached to the end of result.
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