Estimation of integrated quadratic covariation with endogenous sampling times (Q506040)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of integrated quadratic covariation with endogenous sampling times |
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Estimation of integrated quadratic covariation with endogenous sampling times (English)
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30 January 2017
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asymptotic bias
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asynchronous times
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endogenous model
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Hayashi-Yoshida estimator
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high-frequency data
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quadratic covariation
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time endogeneity
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