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On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise

Bibliographic Information

Title
On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise
Author
Kunitomo, Naoto, Seisho Sato

Journal

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Details

  • CRID
    1010282257041970190
  • Article Type
    journal article
  • Data Source
    • KAKEN

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