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- W2808022405 abstract "We present an application of the SIML estimation. We used the high-frequency financial data of the Nikkei-225 Futures, which are the major financial products that are traded actively in Japan. We also give the simulation results of SIML estimation in the basic case and consider the hedging problem, which was the original motivation of developing the SIML method." @default.
- W2808022405 created "2018-06-21" @default.
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- W2808022405 date "2018-01-01" @default.
- W2808022405 modified "2023-10-02" @default.
- W2808022405 title "An Application to Nikkei-225 Futures and Some Simulation" @default.
- W2808022405 cites W2806642336 @default.
- W2808022405 doi "https://doi.org/10.1007/978-4-431-55930-6_4" @default.
- W2808022405 hasPublicationYear "2018" @default.
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