An Empirical Analysis of Volatility by the SIML Estimation with High-Frequency Trades and Quotes
Crossref DOI link: https://doi.org/10.1007/978-3-319-92028-3_7
Published Online: 2018-05-31
Published Print: 2019
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Misaki, Hiroumi http://orcid.org/0000-0003-3851-5379
License valid from 2018-05-31