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Separating information maximum likel...

Kunitomo, Naoto,

Separating information maximum likelihood method for high-frequency financial data /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Separating information maximum likelihood method for high-frequency financial data /Naoto Kunitomo, Seisho Sato, Daisuke Kurisu.
Author:	Kunitomo, Naoto,
other author:	Sato, Seisho,
Published:	Tokyo :Springer,c2018.
Description:	viii, 114 p. :ill. ;24 cm.
Subject:	Commercial statistics.
ISBN:	9784431559283 (pbk.) :

Separating information maximum likelihood method for high-frequency financial data /
Kunitomo, Naoto,

Separating information maximum likelihood method for high-frequency financial data /Naoto Kunitomo, Seisho Sato, Daisuke Kurisu. - Tokyo :Springer,c2018. - viii, 114 p. :ill. ;24 cm. - SpringerBriefs in Statistics,2191-544X. - SpringerBriefs in statistics..

Includes bibliographical references and index.

Continuous-time models and discrete observations for financial data -- The SIML estimation of volatility and covariance with micro-market noise -- An application to Nikkei-225 futures and some simulation -- Mathematical derivations -- Extensions and robust estimations (1) -- Extensions and robust estimations (2) -- Local SIML estimation of Brownian functionals -- Estimating quadratic variation under jumops and micro-market noise.

ISBN: 9784431559283 (pbk.) :EUR$54.99

Standard No.: 10.1007/978-4-431-55930-6doi

Patent No.: cam a2200253 a 450 Subjects--Topical Terms:

182274
Commercial statistics.

LC Class. No.: HF1017 / K96 2018

Separating information maximum likelihood method for high-frequency financial data /
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003 OCoLC
005 20190730231519.0
008 190920s2018 ja a b 001 0 eng d
013 8 1 $a cam a2200253 a 450
020 $a 9784431559283 (pbk.) : $c EUR$54.99
020 $a 4431559280 (pbk.)
020 $z 9784431559306 (electronic bk.)
020 $z 4431559302 (electronic bk.)
024 7 $a 10.1007/978-4-431-55930-6 $2 doi
035 $a (OCoLC)925497920
035 $a ocn925497920
040 $a YDXCP $b eng $c YDXCP $d BTCTA $d OCLCQ $d RCE $d BDX $d OCLCF
050 4 $a HF1017 $b K96 2018
100 1 $a Kunitomo, Naoto, $e author. $3 829175
245 1 0 $a Separating information maximum likelihood method for high-frequency financial data / $c Naoto Kunitomo, Seisho Sato, Daisuke Kurisu.
260 $a Tokyo : $b Springer, $c c2018.
300 $a viii, 114 p. : $b ill. ; $c 24 cm.
490 1 $a SpringerBriefs in Statistics, $x 2191-544X
504 $a Includes bibliographical references and index.
505 0 $a Continuous-time models and discrete observations for financial data -- The SIML estimation of volatility and covariance with micro-market noise -- An application to Nikkei-225 futures and some simulation -- Mathematical derivations -- Extensions and robust estimations (1) -- Extensions and robust estimations (2) -- Local SIML estimation of Brownian functionals -- Estimating quadratic variation under jumops and micro-market noise.
650 0 $a Commercial statistics. $3 182274
650 0 $a Stochastic processes. $3 181874
700 1 $a Sato, Seisho, $e author. $3 829176
700 1 $a Kurisu, Daisuke, $e author. $3 829177
776 0 8 $i Online version: $z 9784431559306 $z 4431559302 $w (OCoLC)1040613140
830 0 $a SpringerBriefs in statistics. $3 557771