The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:57, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise |
scientific article |
Statements
The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (English)
0 references
17 June 2011
0 references
realized volatility
0 references
micro-market noise
0 references
high-frequency data
0 references
separating information maximum likelihood estimation
0 references
Nikkei-225 futures
0 references
