搜索结果: 1-1 共查到“管理学 synchronous”相关记录1条 . 查询时间(0.032 秒)
Estimation of the lead-lag parameter from non-synchronous data
contrast estimation discretely observed continuous-time processes Hayashi–Yoshida covariation estimator lead-lag effect
2013/4/28
We propose a simple continuous time model for modeling the lead-lag effect between two financial assets. A two-dimensional process $(X_t,Y_t)$ reproduces a lead-lag effect if, for some time shift $\va...