In this thesis, we investigate the potential of improving demand management activities in the global supply chains. In the increasingly global world, commerce is becoming more complex with an incredible amount of internal and external information available for businesses to select, analyze,...

This paper introduces a new estimator to measure the ex-post covariation between high-frequency financial time series under market microstructure noise. We provide an asymptotic limit theory (including feasible central limit theorems) for standard methods such as regression, correlation analysis...