"Practical Application of the SIML Estimation of Covariance, Correlation, ..."

Hiroumi Misaki (2019)

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DOI: 10.1007/978-981-13-8311-3_5

access: closed

type: Conference or Workshop Paper

metadata version: 2020-12-31

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Hiroumi Misaki:
Practical Application of the SIML Estimation of Covariance, Correlation, and Hedging Ratio with High-Frequency Financial Data. KES-IDT (1) 2019: 53-63

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