"An Empirical Analysis of Volatility by the SIML Estimation with ..."

Hiroumi Misaki (2018)

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DOI: 10.1007/978-3-319-92028-3_7

access: closed

type: Conference or Workshop Paper

metadata version: 2025-07-06

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Hiroumi Misaki:
An Empirical Analysis of Volatility by the SIML Estimation with High-Frequency Trades and Quotes. KES-IDT 2018: 65-75

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