Pages that link to "Item:Q946288"
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The following pages link to Consistent estimation of covariation under nonsynchronicity (Q946288):
Displaying 12 items.
- Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling (Q402723) (← links)
- Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
- Nonsynchronous covariation process and limit theorems (Q719383) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261) (← links)
- Estimation of the lead-lag parameter from non-synchronous data (Q1952430) (← links)
- Estimation for high-frequency data under parametric market microstructure noise (Q2042282) (← links)
- Estimation of the lead-lag parameter between two stochastic processes driven by fractional Brownian motions (Q2330958) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← 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)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
