Consistent estimation of covariation under nonsynchronicity
Work
Year: 2007
Type: article
Authors Takaki Hayashi, Shigeo Kusuoka
Institutions Keio University, The University of Tokyo
Cites: 11
Cited by: 20
Related to: 10
FWCI: 1.239
Citation percentile (by year/subfield): 86.17
Subfield: Finance
Domain: Social Sciences
Open Access status: closed