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Search: subject:"Non-synchronous Trading"
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Estimation theory
Non-synchronous trading
17
non-synchronous trading
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Capital income
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Feng, Phoenix
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Hwang, Eunju
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Lam, Clifford
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Shin, Dong-wan
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Journal of econometrics
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A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
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2
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
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