Asymptotics of Asynchronicity

21 June 2011

Papers citing "Asymptotics of Asynchronicity"

3 / 3 papers shown

Title
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory M. Bibinger 97 71 0 21 Jun 2011
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise M. Reiß 184 41 0 18 Jan 2010
Efficient covariance estimation for asynchronous noisy high-frequency data M. Bibinger 86 43 0 18 Dec 2008