Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise

Naoto Kunitomo, Seisho Sato

Research output: Contribution to journalArticle

11 Citations (Scopus)

Fingerprint Dive into the research topics of 'Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise'. Together they form a unique fingerprint.

Business & Economics