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The SIML method without microstructure noise

DOI PDF Web Site 13 References

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CiNii Books

Journal

Japanese Journal of Statistics and Data Science

Japanese Journal of Statistics and Data Science 7 (2), 677-700, 2024-05-30

Springer Science and Business Media LLC

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Details 詳細情報について

CRID

1360581935559934080
DOI

10.1007/s42081-024-00249-y
ISSN

25208764

25208756
Web Site

https://link.springer.com/content/pdf/10.1007/s42081-024-00249-y.pdf

https://link.springer.com/article/10.1007/s42081-024-00249-y/fulltext.html
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