Separating Information Maximum Likelihood Method for High-Frequency Financial Data

By Seisho Sato and Naoto Kunitomo

This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics. Considerable interest has been given to the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 4431559280
• ISBN13: 9784431559283
• Release Date: July 2018
• Publisher: Springer
• Length: 114 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"