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Search: subject:"Asynchronous sampling times"
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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times
Chen, Dachuan
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015075056
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