Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
| Year of publication: |
2008
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|---|---|
| Authors: | Hayashi, Takaki ; Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 60.2008, 2, p. 367-406
|
| Publisher: |
Springer |
| Subject: | Diffusions | Discrete-time observations | High-frequency data | Nonsynchronicity | Quadratic variation | Realized volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005395632