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Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling

Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling
Digital文書・図像類
Koike, YutaInstitute of Economic Research, Hitotsubashi University2013-01
Available onlineOther Libraries in Japan
  • Subject HeadingEndogenous noise Hayashi-Yoshida estimator Int...

Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise

Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
Paper文書・図像類
Kunitomo, Naoto, Sato, Seisho日本経済国際共同センター2010-04Discussion paper series. CIRJE-FCIRJE-F-733
Other Libraries in Japan
  • Subject Heading...elihood (SIML) Endogenous Noise Autocorrelated Noise Robustne...

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