Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723): Difference between revisions

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+High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
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+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
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+Limit theorems in the Fourier transform method for the estimation of multivariate volatility
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+Microstructure noise in the continuous case: the pre-averaging approach
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+Limit theorems for moving averages of discretized processes plus noise
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+REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
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+Fourier series method for measurement of multivariate volatilities
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+A Fourier transform method for nonparametric estimation of multivariate volatility
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+VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS
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+Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
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+Estimating covariation: Epps effect, microstructure noise
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