A state space approach to estimating the integrated variance and microstructure noise component
CiNii
Available at 2 libraries
Bibliographic Information
- Title
- "A state space approach to estimating the integrated variance and microstructure noise component"
- Statement of Responsibility
- Daisuke Nagakura and Toshiaki Watanabe
- Publisher
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- Institute for Monetary and Economic Studies, Bank of Japan
- Publication Year
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- 2009
- Book size
- 30 cm
- Other Title
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- IMES
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Notes
Cover title
Bibliography: p. 26-27
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Details 詳細情報について
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- CRID
- 1130282271467667456
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- NII Book ID
- BB05265706
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- Text Lang
- en
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- Country Code
- ja
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- Title Language Code
- en
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- Place of Publication
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- Tokyo
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- Subject
-
- Data Source
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- CiNii Books