Hiroumi Misaki

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling
Asia-Pacific Financial Markets
2017-08-17Paper
Credit risk estimation with a particle filter
Journal of the Japan Statistical Society
2013-11-26Paper


Research outcomes over time


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