The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise

✍ Scribed by Naoto Kunitomo; Seisho Sato

• Book ID: 104042696
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 223 KB
• Volume: 81
• Category: Article
• ISSN: 0378-4754
• DOI: 10.1016/j.matcom.2010.08.003