Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics
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Published By Springer Japan

9784431559283, 9784431559306

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An Application to Nikkei-225 Futures and Some Simulation

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_4 ◽

2018 ◽

pp. 29-37

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

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Continuous-Time Models and Discrete Observations for Financial Data

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_2 ◽

2018 ◽

pp. 5-15

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Keyword(s):

Continuous Time ◽

Financial Data ◽

Discrete Observations ◽

Continuous Time Models

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Estimating Quadratic Variation Under Jumps and Micro-market Noise

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_9 ◽

2018 ◽

pp. 103-109

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Keyword(s):

Quadratic Variation ◽

Market Noise

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Local SIML Estimation of Brownian Functionals

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_8 ◽

2018 ◽

pp. 97-101

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

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Extensions and Robust Estimation (2)

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_7 ◽

2018 ◽

pp. 79-96

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Keyword(s):

Robust Estimation

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The SIML Estimation of Volatility and Covariance with Micro-market Noise

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_3 ◽

2018 ◽

pp. 17-28

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Keyword(s):

Market Noise

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Concluding Remarks

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_10 ◽

2018 ◽

pp. 111-112

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

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Introduction

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_1 ◽

2018 ◽

pp. 1-3

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Download Full-text

Extensions and Robust Estimation (1)

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_6 ◽

2018 ◽

pp. 59-78

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Keyword(s):

Robust Estimation

Download Full-text

Mathematical Derivations

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics ◽

10.1007/978-4-431-55930-6_5 ◽

2018 ◽

pp. 39-58

Author(s):

Naoto Kunitomo ◽

Seisho Sato ◽

Daisuke Kurisu

Download Full-text

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Japan

An Application to Nikkei-225 Futures and Some Simulation

Continuous-Time Models and Discrete Observations for Financial Data

Estimating Quadratic Variation Under Jumps and Micro-market Noise

Local SIML Estimation of Brownian Functionals

Extensions and Robust Estimation (2)

The SIML Estimation of Volatility and Covariance with Micro-market Noise

Concluding Remarks

Introduction

Extensions and Robust Estimation (1)

Mathematical Derivations

Separating Information Maximum Likelihood Method for High-Frequency Financial Data - SpringerBriefs in Statistics
Latest Publications