Realized volatility, covariance and hedging coefficient of the Nikkei-225 futures with micro-market noise

Naoto Kunitomo, Seisho Sato

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Fingerprint Dive into the research topics of 'Realized volatility, covariance and hedging coefficient of the Nikkei-225 futures with micro-market noise'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science