Estimation of the lead-lag parameter from non-synchronous data (Q1952430)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the lead-lag parameter from non-synchronous data |
scientific article |
Statements
Estimation of the lead-lag parameter from non-synchronous data (English)
0 references
30 May 2013
0 references
contrast estimation
0 references
discretely observed continuous-time processes
0 references
Hayashi-Yoshida covariation estimator
0 references
lead-lag effect
0 references
0 references
0 references
0 references
0 references
0 references
