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