"The SIML estimation of realized volatility of the Nikkei-225 Futures and ..."

Naoto Kunitomo, Seisho Sato (2011)

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DOI: 10.1016/J.MATCOM.2010.08.003

access: closed

type: Journal Article

metadata version: 2020-03-04

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Naoto Kunitomo, Seisho Sato:
The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise. Math. Comput. Simul. 81(7): 1272-1289 (2011)

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