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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Takaki Hayashi