Asymptotics of asynchronicity
Year of publication: |
2011
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Authors: | Bibinger, Markus |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Schätztheorie | Korrelation | Theorie | non-synchronous observations | quadratic covariation | Hayashi-Yoshida estimator | stable limit theorem | asymptotic distribution |
Series: | SFB 649 Discussion Paper ; 2011-033 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 66216346X [GVK] hdl:10419/56738 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; c58 ; G10 - General Financial Markets. General |
Source: |
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Bibinger, Markus, (2011)
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Bibinger, Markus, (2011)
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Bibinger, Markus, (2011)
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