The Hayashi–Yoshida estimator (Hayashi and Yoshida, 2005) of the covariation sums the products of all pairs of returns, one from each asset, whose observation intervals overlap, with no interpolation. Refresh-time sampling samples both assets at the first time each has traded since the previous sampling time.
Quantitative Finance · Glossário
O que é Hayashi–Yoshida estimator, refresh-time sampling?
Também chamado de: Hayashi--Yoshida estimator · refresh-time sampling