Pages that link to "Item:Q1952430"
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The following pages link to Estimation of the lead-lag parameter from non-synchronous data (Q1952430):
Displaying 12 items.
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Direct estimation of lead-lag relationships using multinomial dynamic time warping (Q2216402) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- Some limit theorems for Hawkes processes and application to financial statistics (Q2447641) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- Ultra-high-frequency lead–lag relationship and information arrival (Q4554452) (← links)
- On the Asymptotic Structure of Brownian Motions with a Small Lead-Lag Effect (Q4578217) (← links)
- Estimation of Correlation Between Latent Processes (Q4976496) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
