Second-order asymptotic expansion for a non-synchronous covariation estimator

4 April 2008

Papers citing "Second-order asymptotic expansion for a non-synchronous covariation estimator"

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Title
On the asymptotic structure of Brownian motions with a small lead-lag effect Yuta Koike 30 4 0 14 Jan 2016
Estimation of the lead-lag parameter from non-synchronous data M. Hoffmann M. Rosenbaum Nakahiro Yoshida 59 66 0 20 Mar 2013
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling Yuta Koike 60 29 0 20 Feb 2013