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XY0
  • Member for 2 years, 2 months
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2 votes
1 answer
124 views

In how many ways can time endogeneity be defined?

2 votes
1 answer
223 views

Admissible values for non diagonal elements of correlation matrix

1 vote
1 answer
152 views

The bid-ask spread before transactions

1 vote
3 answers
204 views

Interpreting tick by tick stock data

1 vote
0 answers
150 views

Expectation of the realized volatility

1 vote
1 answer
243 views

Geometric Brownian motion and semi-martingality

1 vote
0 answers
61 views

modelling time series using semi-martingale process

1 vote
1 answer
95 views

the pre-averaging function in Jacod et al

0 votes
0 answers
49 views

dependence between trading instants and price in market microstructure

0 votes
0 answers
71 views

Non-zero real-valued function continuous and piecewise $C^1$ that vanishes outside (0,1) with piecewise Lipschitz derivative

0 votes
0 answers
32 views

what is $\mathcal{F}_t^0$-optional positive process $\tilde a(q)$ defined in Hayashi et al?

0 votes
1 answer
129 views

price discreteness in stock market

0 votes
0 answers
88 views

Reverse Repo and Yield to maturity

0 votes
1 answer
108 views

Solving Equation for estimation risk averse parameter

0 votes
1 answer
83 views

covariance between squared returns and past returns

0 votes
0 answers
51 views

negligibility of the increments of the efficient price process with respect to the first differences of the noise sequence

0 votes
2 answers
129 views

how to make this time series reguarly spaced

0 votes
1 answer
84 views

Stock split and fractional shares