The SIML method without microstructure noise
Crossref DOI link: https://doi.org/10.1007/s42081-024-00249-y
Published Online: 2024-05-30
Published Print: 2024-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Akahori, JirĂ´
Namba, Ryuya
Watanabe, Atsuhito
Text and Data Mining valid from 2024-05-30
Version of Record valid from 2024-05-30
Article History
Received: 6 October 2023
Revised: 14 April 2024
Accepted: 15 April 2024
First Online: 30 May 2024
Declarations
:
: The authors declare that they have no Conflict of interest.