S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Takaki Hayashi · Study
Home
/
Author
Takaki Hayashi
6 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0002-3116-8004
Follow
Suggest an ORCID correction
h-index
5
i10
5
Citations
662
Works here
6
05
07
10
11
19
Most cited in this library
On covariance estimation of non-synchronously observed diffusion processes
2005 · 407 citations
EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
2005 · 85 citations
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
2007 · 59 citations
Irregular sampling and central limit theorems for power variations: The continuous case
2011 · 58 citations
Nonsynchronous covariation process and limit theorems
2010 · 53 citations
Works
6 shown
日本ワインの価格決定要因分析
KeiO Associated Repository of Academic Resources (Keio University)
·
2019
·
6 authors
·
thesis
0
citations
Irregular sampling and central limit theorems for power variations: The continuous case
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2011
·
3 authors
·
Open access
58
citations
Nonsynchronous covariation process and limit theorems
Stochastic Processes and their Applications
·
2010
·
2 authors
·
Open access
53
citations
Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Annals of the Institute of Statistical Mathematics
·
2007
·
2 authors
59
citations
On covariance estimation of non-synchronously observed diffusion processes
Bernoulli
·
2005
·
2 authors
·
Open access
407
citations
EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
Mathematical Finance
·
2005
·
2 authors
·
Open access
85
citations