Guffaw 发表于 2025-3-21 19:42:31

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BUOY 发表于 2025-3-21 20:55:39

Mathematical Derivations,so give useful relations of trigonometric functions that are the results of direct but often tedious calculations. This chapter can be skipped for readers who are interested in only financial applications.

Jejune 发表于 2025-3-22 01:53:53

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债务 发表于 2025-3-22 06:51:19

SpringerBriefs in Statisticshttp://image.papertrans.cn/s/image/865316.jpg

Itinerant 发表于 2025-3-22 12:21:34

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theta-waves 发表于 2025-3-22 14:13:55

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hankering 发表于 2025-3-22 20:59:46

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夹死提手势 发表于 2025-3-22 22:15:09

Continuous-Time Models and Discrete Observations for Financial Data,We introduce continuous-time financial models and the stochastic processes of diffusions and jumps. This chapter reviews recent developments in mathematical finance and financial econometrics and then summarizes the basic financial problems that motivate the SIML estimation in this book.

fluffy 发表于 2025-3-23 03:17:43

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Polydipsia 发表于 2025-3-23 06:14:12

Extensions and Robust Estimation (1),We investigate the asymptotic properties of the SIML estimator and the micro-market price-adjustment mechanisms in the process of forming the observed transaction prices. We also investigate the problem of volatility estimation in the round-off error model, which is a nonlinear transformation model of hidden stochastic process.
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查看完整版本: Titlebook: Separating Information Maximum Likelihood Method for High-Frequency Financial Data; Naoto Kunitomo,Seisho Sato,Daisuke Kurisu Book 2018 Th