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Product Description: 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...read more

Paperback:

9784431559283 | Springer Verlag, February 7, 2017, cover price $69.99 | About this edition: This book presents a systematic explanation of the SIML (Separating Information Maximum Likelihood) method, a new approach to financial econometrics.

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