Pages that link to "Item:Q946288"
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The following pages link to Consistent estimation of covariation under nonsynchronicity (Q946288):
Displayed 5 items.
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)