The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise

Naoto Kunitomo, Seisho Sato. The SIML estimation of realized volatility of the Nikkei-225 Futures and hedging coefficient with micro-market noise. Mathematics and Computers in Simulation, 81(7):1272-1289, 2011. [doi]

Abstract

Abstract is missing.