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Efficient covariance estimation for asynchronous noisy high-frequency
  data

Efficient covariance estimation for asynchronous noisy high-frequency data

18 December 2008
M. Bibinger
ArXiv (abs)PDFHTML

Papers citing "Efficient covariance estimation for asynchronous noisy high-frequency data"

1 / 1 papers shown
Title
On the asymptotic structure of Brownian motions with a small lead-lag
  effect
On the asymptotic structure of Brownian motions with a small lead-lag effect
Yuta Koike
76
4
0
14 Jan 2016
1