The following pages link to Takaki Hayashi (Q719382):
Displayed 11 items.
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Consistent estimation of covariation under nonsynchronicity (Q946288) (← links)
- Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (Q1019457) (← links)
- On covariance estimation of non-synchronously observed diffusion processes (Q1781192) (← links)
- Irregular sampling and central limit theorems for power variations: the continuous case (Q1944677) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- A duscrete-time model of high-frequency stock returns (Q4610219) (← links)
- A modelling framework for regression with collinearity (Q6049416) (← links)