Holdings: Separating information maximum likelihood method for high-frequency financial data

Separating information maximum likelihood method for high-frequency financial data:

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Bibliographic Details
Main Authors:	Kunitomo, Naoto 1950- (Author), Sato, Seisho (Author), Kurisu, Daisuke (Author)
Format:	Electronic eBook
Language:	English
Published:	Tokyo Springer [2018]
Series:	SpringerBriefs in statistics
Subjects:	Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
Online Access:	BTU01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBM01 UBT01 UBW01 UEI01 UER01 UPA01 Volltext
Physical Description:	1 Online-Ressource (VIII, 114 Seiten, 8 illus)
ISBN:	9784431559306
ISSN:	2191-544X
DOI:	10.1007/978-4-431-55930-6

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id	DE-604.BV045099724
illustrated	Not Illustrated
indexdate	2025-02-20T06:56:14Z
institution	BVB
isbn	9784431559306
issn	2191-544X
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-030490327
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owner	DE-29 DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-898 DE-BY-UBR DE-861 DE-523 DE-703 DE-863 DE-BY-FWS DE-20 DE-739 DE-634 DE-862 DE-BY-FWS DE-824
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physical	1 Online-Ressource (VIII, 114 Seiten, 8 illus)
psigel	ZDB-2-SMA ZDB-2-SMA_2018
publishDate	2018
publishDateSearch	2018
publishDateSort	2018
publisher	Springer
record_format	marc
series2	SpringerBriefs in statistics
spellingShingle	Kunitomo, Naoto 1950- Sato, Seisho Kurisu, Daisuke Separating information maximum likelihood method for high-frequency financial data Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
title	Separating information maximum likelihood method for high-frequency financial data
title_auth	Separating information maximum likelihood method for high-frequency financial data
title_exact_search	Separating information maximum likelihood method for high-frequency financial data
title_full	Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu
title_fullStr	Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu
title_full_unstemmed	Separating information maximum likelihood method for high-frequency financial data Naoto Kunitomo, Seisho Sato, Daisuke Kurisu
title_short	Separating information maximum likelihood method for high-frequency financial data
title_sort	separating information maximum likelihood method for high frequency financial data
topic	Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
topic_facet	Statistics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics and Computing/Statistics Programs Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
url	https://doi.org/10.1007/978-4-431-55930-6
work_keys_str_mv	AT kunitomonaoto separatinginformationmaximumlikelihoodmethodforhighfrequencyfinancialdata AT satoseisho separatinginformationmaximumlikelihoodmethodforhighfrequencyfinancialdata AT kurisudaisuke separatinginformationmaximumlikelihoodmethodforhighfrequencyfinancialdata

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