Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Yuta Koike
| Year of publication: |
2013
|
|---|---|
| Authors: | Koike, Yuta |
| Publisher: |
Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat) |
| Subject: | Hayashi-Yoshida estimator | Varianzanalyse | Analysis of variance | Korrelation | Correlation | Marktmikrostruktur | Market microstructure |
| Extent: | Online-Ressource |
|---|---|
| Series: | Global COE Hi-Stat discussion paper series. - Kunitachi, ZDB-ID 2491959-7. - Vol. 276 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10086/25461 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009689976