Tell your friends about this item:
Separating Information Maximum Likelihood Method for High-Frequency Financial Data - JSS Research Series in Statistics Naoto Kunitomo 1st ed. 2018 edition
Do you have a profile? Log in
Get notified about new Naoto Kunitomo releases
Our customers say:
Add to your iMusic wish list
Separating Information Maximum Likelihood Method for High-Frequency Financial Data - JSS Research Series in Statistics
Naoto Kunitomo
This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics. Considerable interest has been given to the estimation problem of integrated volatility and covariance by using high-frequency financial data.
biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | July 2, 2018 |
| Original release date | 2016 |
| ISBN13 | 9784431559283 |
| Publishers | Springer Verlag, Japan |
| Pages | 114 |
| Dimensions | 150 × 220 × 10 mm · 185 g |
More by Naoto Kunitomo
Show all
Mere med samme udgiver
![Cover for Akira Tokuyasu · Social Systems in the Global Age - Translational Systems Sciences (Hardcover Book) [2021 edition] (2027)](https://imusic.b-cdn.net/images/item/original/246/9784431549246.jpg?akira-tokuyasu-2027-social-systems-in-the-global-age-translational-systems-sciences-hardcover-book&class=scaled&v=1612688492)
![Cover for Kyoichi Kijima · Systems Sciences of Symbiosis - Translational Systems Sciences (Hardcover Book) [2022 edition] (2027)](https://imusic.b-cdn.net/images/item/original/826/9784431549826.jpg?kyoichi-kijima-2027-systems-sciences-of-symbiosis-translational-systems-sciences-hardcover-book&class=scaled&v=1605526810)
![Cover for Yoshinori Yasuda · What Annually Laminated Sediments Reveal About the History of Environment and Civilization - SpringerBriefs in Earth System Sciences (Paperback Book) [2022 edition] (2027)](https://imusic.b-cdn.net/images/item/original/624/9784431550624.jpg?yoshinori-yasuda-2027-what-annually-laminated-sediments-reveal-about-the-history-of-environment-and-civilization-springerbriefs-in-earth-system-sciences-paperback-book&class=scaled&v=1604027366)
![Cover for Makoto Nishibe · Community Currency: An Evolutionist Institutional Design Approach - Evolutionary Economics and Social Complexity Science (Hardcover Book) [2022 edition] (2026)](https://imusic.b-cdn.net/images/item/original/499/9784431549499.jpg?makoto-nishibe-2026-community-currency-an-evolutionist-institutional-design-approach-evolutionary-economics-and-social-complexity-science-hardcover-book&class=scaled&v=1612430934)
![Cover for Robert LeMoyne · Advances for Prosthetic Technology: From Historical Perspective to Current Status to Future Application (Hardcover Book) [Second Edition 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/596/9784431569596.jpg?robert-lemoyne-2026-advances-for-prosthetic-technology-from-historical-perspective-to-current-status-to-future-application-hardcover-book&class=scaled&v=1774525804)
![Cover for Organic Electronics Materials and Devices (Paperback Book) [Second Edition 2024 edition] (2025)](https://imusic.b-cdn.net/images/item/original/381/9784431569381.jpg?2025-organic-electronics-materials-and-devices-paperback-book&class=scaled&v=1758146943)
![Cover for Nobuo Tanaka · Electron Nano-imaging: Basics of Imaging and Diffraction for TEM and STEM (Hardcover Book) [Second Edition 2024 edition] (2024)](https://imusic.b-cdn.net/images/item/original/398/9784431569398.jpg?nobuo-tanaka-2024-electron-nano-imaging-basics-of-imaging-and-diffraction-for-tem-and-stem-hardcover-book&class=scaled&v=1757957226)
![Cover for Suminori Tokunaga · Agglomeration Economies, New Industrial Clusters and Japanese Multinational Firms’ Location in East Asia: Perspectives on Spatial Economics - New Frontiers in Regional Science: Asian Perspectives (Hardcover Book) [1st ed. 2024 edition] (2024)](https://imusic.b-cdn.net/images/item/original/902/9784431555902.jpg?suminori-tokunaga-2024-agglomeration-economies-new-industrial-clusters-and-japanese-multinational-firms-location-in-east-asia-perspectives-on-spatial-economics-new-frontiers-in-regional-science-asian-perspectives-hardcover-book&class=scaled&v=1608790303)
![Cover for Shuichiro Ogawa · Organic Electronics Materials and Devices (Hardcover Book) [Second Edition 2024 edition] (2024)](https://imusic.b-cdn.net/images/item/original/350/9784431569350.jpg?shuichiro-ogawa-2024-organic-electronics-materials-and-devices-hardcover-book&class=scaled&v=1718835534)
![Cover for Kazunori Hanagaki · Experimental Techniques in Modern High-Energy Physics: A Beginner‘s Guide - Lecture Notes in Physics (Paperback Book) [1st ed. 2022 edition] (2023)](https://imusic.b-cdn.net/images/item/original/299/9784431569299.jpg?kazunori-hanagaki-2023-experimental-techniques-in-modern-high-energy-physics-a-beginner-s-guide-lecture-notes-in-physics-paperback-book&class=scaled&v=1656255373)
![Cover for Kentaro Tashiro · Synthetic Molecular Sequences in Materials Science - NIMS Monographs (Paperback Book) [1st ed. 2023 edition] (2023)](https://imusic.b-cdn.net/images/item/original/329/9784431569329.jpg?kentaro-tashiro-2023-synthetic-molecular-sequences-in-materials-science-nims-monographs-paperback-book&class=scaled&v=1749597141)
![Cover for Hirotada Kohno · Public Investment Criteria: Using an Interregional Input-Output Programming Model (Paperback Book) [2021 edition] (2023)](https://imusic.b-cdn.net/images/item/original/077/9784431569077.jpg?hirotada-kohno-2023-public-investment-criteria-using-an-interregional-input-output-programming-model-paperback-book&class=scaled&v=1694574386)
![Cover for Kaga · ABRs and Electrically Evoked ABRs in Children - Modern Otology and Neurotology (Hardcover Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/882/9784431541882.jpg?kaga-2022-abrs-and-electrically-evoked-abrs-in-children-modern-otology-and-neurotology-hardcover-book&class=scaled&v=1594357180)
![Cover for Yasuyuki Katada · Nickel-saving Type High Nitrogen Austenitic Stainless Steel - NIMS Monographs (Paperback Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/268/9784431569268.jpg?yasuyuki-katada-2022-nickel-saving-type-high-nitrogen-austenitic-stainless-steel-nims-monographs-paperback-book&class=scaled&v=1660960369)
![Cover for Shohei Shimizu · Statistical Causal Discovery: LiNGAM Approach - SpringerBriefs in Statistics (Paperback Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/838/9784431557838.jpg?shohei-shimizu-2022-statistical-causal-discovery-lingam-approach-springerbriefs-in-statistics-paperback-book&class=scaled&v=1612046921)
![Cover for Hideo Hashizume · Natural Mineral Materials - NIMS Monographs (Paperback Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/237/9784431569237.jpg?hideo-hashizume-2022-natural-mineral-materials-nims-monographs-paperback-book&class=scaled&v=1749559623)
![Cover for Evolution of the Human Genome II: Human Evolution Viewed from Genomes (Paperback Book) [2021 edition] (2022)](https://imusic.b-cdn.net/images/item/original/053/9784431569053.jpg?2022-evolution-of-the-human-genome-ii-human-evolution-viewed-from-genomes-paperback-book&class=scaled&v=1623885686)
![Cover for Urban Biodiversity and Ecological Design for Sustainable Cities (Paperback Book) [2021 edition] (2022)](https://imusic.b-cdn.net/images/item/original/957/9784431568957.jpg?2022-urban-biodiversity-and-ecological-design-for-sustainable-cities-paperback-book&class=scaled&v=1615271333)
![Cover for Shinto Eguchi · Minimum Divergence Methods in Statistical Machine Learning: From an Information Geometric Viewpoint (Hardcover Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/206/9784431569206.jpg?shinto-eguchi-2022-minimum-divergence-methods-in-statistical-machine-learning-from-an-information-geometric-viewpoint-hardcover-book&class=scaled&v=1749926791)
![Cover for Nobuyuki Kamba · Conservation Practices in Museums: For Researchers and Museum Professionals (Hardcover Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/084/9784431569084.jpg?nobuyuki-kamba-2022-conservation-practices-in-museums-for-researchers-and-museum-professionals-hardcover-book&class=scaled&v=1644528615)
![Cover for Hirotada Kohno · Public Investment Criteria: Using an Interregional Input-Output Programming Model - New Frontiers in Regional Science: Asian Perspectives (Hardcover Book) [2021 edition] (2022)](https://imusic.b-cdn.net/images/item/original/208/9784431552208.jpg?hirotada-kohno-2022-public-investment-criteria-using-an-interregional-input-output-programming-model-new-frontiers-in-regional-science-asian-perspectives-hardcover-book&class=scaled&v=1612824697)
![Cover for System-Materials Nanoarchitectonics - NIMS Monographs (Paperback Book) [1st ed. 2022 edition] (2022)](https://imusic.b-cdn.net/images/item/original/114/9784431569114.jpg?2022-system-materials-nanoarchitectonics-nims-monographs-paperback-book&class=scaled&v=1749877993)
![Cover for Masayoshi Nakasako · Hydration Structures of Proteins: Atomic Details - Soft and Biological Matter (Hardcover Book) [1st ed. 2021 edition] (2021)](https://imusic.b-cdn.net/images/item/original/176/9784431569176.jpg?masayoshi-nakasako-2021-hydration-structures-of-proteins-atomic-details-soft-and-biological-matter-hardcover-book&class=scaled&v=1653502088)
![Cover for Osamu Mishima · Liquid-Phase Transition in Water - NIMS Monographs (Paperback Book) [1st ed. 2021 edition] (2021)](https://imusic.b-cdn.net/images/item/original/145/9784431569145.jpg?osamu-mishima-2021-liquid-phase-transition-in-water-nims-monographs-paperback-book&class=scaled&v=1749446035)
![Cover for Evolution of the Human Genome II: Human Evolution Viewed from Genomes - Evolutionary Studies (Hardcover Book) [2021 edition] (2021)](https://imusic.b-cdn.net/images/item/original/022/9784431569022.jpg?2021-evolution-of-the-human-genome-ii-human-evolution-viewed-from-genomes-evolutionary-studies-hardcover-book&class=scaled&v=1615179559)
![Cover for Living in the Megacity: Towards Sustainable Urban Environments - Global Environmental Studies (Hardcover Book) [1st ed. 2021 edition] (2021)](https://imusic.b-cdn.net/images/item/original/995/9784431568995.jpg?2021-living-in-the-megacity-towards-sustainable-urban-environments-global-environmental-studies-hardcover-book&class=scaled&v=1612699876)
![Cover for Urban Biodiversity and Ecological Design for Sustainable Cities (Hardcover Book) [2021 edition] (2021)](https://imusic.b-cdn.net/images/item/original/544/9784431568544.jpg?2021-urban-biodiversity-and-ecological-design-for-sustainable-cities-hardcover-book&class=scaled&v=1593814437)
![Cover for From Reproduction to Evolutionary Governance: Toward an Evolutionary Political Economy - Evolutionary Economics and Social Complexity Science (Paperback Book) [2020 edition] (2021)](https://imusic.b-cdn.net/images/item/original/933/9784431568933.jpg?2021-from-reproduction-to-evolutionary-governance-toward-an-evolutionary-political-economy-evolutionary-economics-and-social-complexity-science-paperback-book&class=scaled&v=1617851309)
![Cover for Hiroyasu Inoue · Co-patenting: An Analytic Tool for Cooperative Research and Development - Evolutionary Economics and Social Complexity Science (Paperback Book) [2020 edition] (2021)](https://imusic.b-cdn.net/images/item/original/926/9784431568926.jpg?hiroyasu-inoue-2021-co-patenting-an-analytic-tool-for-cooperative-research-and-development-evolutionary-economics-and-social-complexity-science-paperback-book&class=scaled&v=1611129389)
![Cover for Michiko Yoshitake · Work Function and Band Alignment of Electrode Materials: The Art of Interface Potential for Electronic Devices, Solar Cells, and Batteries - NIMS Monographs (Paperback Book) [1st ed. 2021 edition] (2020)](https://imusic.b-cdn.net/images/item/original/964/9784431568964.jpg?michiko-yoshitake-2020-work-function-and-band-alignment-of-electrode-materials-the-art-of-interface-potential-for-electronic-devices-solar-cells-and-batteries-nims-monographs-paperback-book&class=scaled&v=1614711216)
![Cover for Juro Teranishi · Culture and Institutions in the Economic Growth of Japan - Studies in Economic History (Hardcover Book) [1st ed. 2020 edition] (2020)](https://imusic.b-cdn.net/images/item/original/268/9784431556268.jpg?juro-teranishi-2020-culture-and-institutions-in-the-economic-growth-of-japan-studies-in-economic-history-hardcover-book&class=scaled&v=1612631106)
![Cover for The Development of International Banking in Asia - Studies in Economic History (Hardcover Book) [1st ed. 2020 edition] (2020)](https://imusic.b-cdn.net/images/item/original/145/9784431556145.jpg?2020-the-development-of-international-banking-in-asia-studies-in-economic-history-hardcover-book&class=scaled&v=1593502969)
See all of Naoto Kunitomo ( e.g. Paperback Book )