Pages that link to "Item:Q402723"
From MaRDI portal
The following pages link to Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723):
Displaying 13 items.
- Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise (Q282571) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Laws of large numbers for Hayashi-Yoshida-type functionals (Q1999591) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- Inference for Multi‐dimensional High‐frequency Data with an Application to Conditional Independence Testing (Q2835311) (← links)
- ETF basket-adjusted covariance estimation (Q6108294) (← links)
