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三崎広海

Misaki, Hiroumi

システム情報系
Faculty of Engineering,Information and Systems

1. An Empirical Analysis of Volatility by the SIML Estimation with High-Frequency Trades and Quotes Hiroumi Misaki
Intelligent Decision Technologies 2018 (KES-IDT 2018), Smart Innovation, Systems and Technologies 97: (2019)
2. Comparison of financial volatility estimators: RK, TS, PA and SIML Hiroumi Misaki
International Symposium on Statistical Theory and Methodology for Large Complex Data (2018)
3. Recent Developments in the SIML Estimation of Integrated Volatility with High Frequency Financial Data Hiroumi Misaki
International Symposium on Statistical Analysis for Large Complex Data (2016)
4. On robust properties of the SIML estimation of volatility under micro-market noise and random sampling Hiroumi Misaki; Naoto Kunitomo
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE 40: 265 (2015) Semantic Scholar
5. The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling Naoto Kunitomo; Hiroumi Misaki; Seisho Sato
Asia-Pacific Financial Markets 22: 333 (2015) Semantic Scholar
6. 粒子フィルタによる信用リスクの推定三崎広海
日本統計学会誌 41: 1 (2011)

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