Estimation of the lead-lag parameter from non-synchronous data (Q1952430): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the lead-lag parameter from non-synchronous data |
scientific article |
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Estimation of the lead-lag parameter from non-synchronous data (English)
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30 May 2013
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contrast estimation
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discretely observed continuous-time processes
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Hayashi-Yoshida covariation estimator
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lead-lag effect
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