Takaki Hayashi

Available identifiers

zbMath Open hayashi.takakiMaRDI QIDQ719382

List of research outcomes

Publication	Date of Publication	Type
A modelling framework for regression with collinearity	2023-09-15	Paper
On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach	2021-12-17	Paper
No arbitrage and lead-lag relationships	2019-09-25	Paper
Wavelet-Based Methods for High-Frequency Lead-Lag Analysis	2019-03-20	Paper
A duscrete-time model of high-frequency stock returns	2019-01-15	Paper
Irregular sampling and central limit theorems for power variations: the continuous case	2013-03-26	Paper
Nonsynchronous covariation process and limit theorems	2011-10-10	Paper
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes	2009-06-02	Paper
Consistent estimation of covariation under nonsynchronicity	2008-09-22	Paper
EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH	2006-02-08	Paper
On covariance estimation of non-synchronously observed diffusion processes	2005-06-23	Paper

Research outcomes over time

This page was built for person: Takaki Hayashi