The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling
Crossref DOI link: https://doi.org/10.1007/s10690-015-9205-3
Published Online: 2015-08-05
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kunitomo, Naoto
Misaki, Hiroumi
Sato, Seisho
Funding for this research was provided by:
Grants-in-Aid for Scientific Research (KAKENHI) (25245033)
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