The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441): Difference between revisions

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Latest revision as of 05:00, 4 July 2024

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The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise
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    The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (English)
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    17 June 2011
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    realized volatility
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    micro-market noise
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    high-frequency data
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    separating information maximum likelihood estimation
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    Nikkei-225 futures
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