Work

The SIML method without microstructure noise

Year: 2024

Type: article

Source: Japanese Journal of Statistics and Data Science

Authors: Jirô Akahori, Ryuya Namba, Atsuhito Watanabe

Institutions: Ritsumeikan University, Kyoto Sangyo University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Award: Weak derivatives of non-smooth stochastic flows and applications

OpenAlex ID: W4387356348

FWCI:

Cites: 17

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Related to: 10