FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2106206078> ?p ?o ?g. }

• W2106206078 abstract "Use of high-frequency return data has led to dramatic improvements in both theoretical and applied finance research. Estimators of covariance among multiple processes have been proposed, such as realized variance and Hayashi-Yoshida estimator. We are introducing a new estimator, random lead-lag estimator (RLLE), which coincides with the Hayashi-Yoshida estimator at very high frequency and with the realized covariance at low frequency. We studied the performance of RLLE both with and without microstructure noise for non-synchronous data and obtained the optimal estimation with good bias-variance trade-off. Our result is conformed by simulation and real data applications in stock and online auction markets." @default.
• W2106206078 created "2016-06-24" @default.
• W2106206078 creator A5016227037 @default.
• W2106206078 date "2007-01-01" @default.
• W2106206078 modified "2023-09-24" @default.
• W2106206078 title "Estimation of Integrated Covolatility for Asynchronous Assets in the Presence of Microstructure Noise" @default.
• W2106206078 cites W1517794399 @default.
• W2106206078 cites W1543754257 @default.
• W2106206078 cites W1580561995 @default.
• W2106206078 cites W1581918286 @default.
• W2106206078 cites W1963787328 @default.
• W2106206078 cites W1967351845 @default.
• W2106206078 cites W1969804920 @default.
• W2106206078 cites W1974805668 @default.
• W2106206078 cites W1980254050 @default.
• W2106206078 cites W1984272629 @default.
• W2106206078 cites W1984849251 @default.
• W2106206078 cites W1985198035 @default.
• W2106206078 cites W1994281962 @default.
• W2106206078 cites W1998856889 @default.
• W2106206078 cites W2004426134 @default.
• W2106206078 cites W2024962097 @default.
• W2106206078 cites W2035298767 @default.
• W2106206078 cites W2043619364 @default.
• W2106206078 cites W2051235503 @default.
• W2106206078 cites W2053030651 @default.
• W2106206078 cites W2068138154 @default.
• W2106206078 cites W2074310789 @default.
• W2106206078 cites W2093791046 @default.
• W2106206078 cites W2094859553 @default.
• W2106206078 cites W2110758267 @default.
• W2106206078 cites W2113883339 @default.
• W2106206078 cites W2116796368 @default.
• W2106206078 cites W2123495410 @default.
• W2106206078 cites W2128569377 @default.
• W2106206078 cites W2140585983 @default.
• W2106206078 cites W2155804346 @default.
• W2106206078 cites W2157296221 @default.
• W2106206078 cites W2247393637 @default.
• W2106206078 cites W2589193570 @default.
• W2106206078 cites W3121977954 @default.
• W2106206078 cites W3122154929 @default.
• W2106206078 cites W3122281927 @default.
• W2106206078 cites W3123021978 @default.
• W2106206078 cites W3124016026 @default.
• W2106206078 cites W3124026849 @default.
• W2106206078 cites W3124361009 @default.
• W2106206078 cites W3124430919 @default.
• W2106206078 cites W3124991310 @default.
• W2106206078 cites W3125189187 @default.
• W2106206078 cites W3125962386 @default.
• W2106206078 cites W3126088456 @default.
• W2106206078 cites W3123470693 @default.
• W2106206078 doi "https://doi.org/10.2139/ssrn.1014171" @default.
• W2106206078 hasPublicationYear "2007" @default.
• W2106206078 type Work @default.
• W2106206078 sameAs 2106206078 @default.
• W2106206078 citedByCount "0" @default.
• W2106206078 crossrefType "journal-article" @default.
• W2106206078 hasAuthorship W2106206078A5016227037 @default.
• W2106206078 hasConcept C105795698 @default.
• W2106206078 hasConcept C115961682 @default.
• W2106206078 hasConcept C121955636 @default.
• W2106206078 hasConcept C149782125 @default.
• W2106206078 hasConcept C154945302 @default.
• W2106206078 hasConcept C162324750 @default.
• W2106206078 hasConcept C164172150 @default.
• W2106206078 hasConcept C165646398 @default.
• W2106206078 hasConcept C178650346 @default.
• W2106206078 hasConcept C185429906 @default.
• W2106206078 hasConcept C187736073 @default.
• W2106206078 hasConcept C191393472 @default.
• W2106206078 hasConcept C196083921 @default.
• W2106206078 hasConcept C33923547 @default.
• W2106206078 hasConcept C41008148 @default.
• W2106206078 hasConcept C96250715 @default.
• W2106206078 hasConcept C99498987 @default.
• W2106206078 hasConceptScore W2106206078C105795698 @default.
• W2106206078 hasConceptScore W2106206078C115961682 @default.
• W2106206078 hasConceptScore W2106206078C121955636 @default.
• W2106206078 hasConceptScore W2106206078C149782125 @default.
• W2106206078 hasConceptScore W2106206078C154945302 @default.
• W2106206078 hasConceptScore W2106206078C162324750 @default.
• W2106206078 hasConceptScore W2106206078C164172150 @default.
• W2106206078 hasConceptScore W2106206078C165646398 @default.
• W2106206078 hasConceptScore W2106206078C178650346 @default.
• W2106206078 hasConceptScore W2106206078C185429906 @default.
• W2106206078 hasConceptScore W2106206078C187736073 @default.
• W2106206078 hasConceptScore W2106206078C191393472 @default.
• W2106206078 hasConceptScore W2106206078C196083921 @default.
• W2106206078 hasConceptScore W2106206078C33923547 @default.
• W2106206078 hasConceptScore W2106206078C41008148 @default.
• W2106206078 hasConceptScore W2106206078C96250715 @default.
• W2106206078 hasConceptScore W2106206078C99498987 @default.
• W2106206078 hasLocation W21062060781 @default.
• W2106206078 hasOpenAccess W2106206078 @default.
• W2106206078 hasPrimaryLocation W21062060781 @default.
• W2106206078 hasRelatedWork W138399270 @default.
• W2106206078 hasRelatedWork W1559884866 @default.
• W2106206078 hasRelatedWork W1994495895 @default.

• next