When estimating integrated volatilities based on high-frequency data, simplifying assumptions are usually imposed on the relationship between the observation times and the price process. In this paper, we establish a central limit theorem for the Realized Volatility in a general endogenous time setting. We also document that this endogeneity can be present in financial data.

Time-stratified sampling of sediment for estimating suspended load is introduced and compared to selection at list time (SALT) sampling. Both methods provide unbiased estimates of load and variance. The magnitude of the variance of the two methods is compared using five storm populations of suspended sediment flux derived from turbidity data. Under like conditions, the SALT coefficient of varia...

A refined space vector modulation scheme for multilevel inverters, using only the instantaneous sampled reference signals is presented in this paper. The proposed space vector pulse width modulation technique does not require the sector information and look-up tables to select the appropriate switching vectors. The inverter leg switching times are directly obtained from the instantaneous sample...

When estimating integrated volatilities based on high-frequency data, simplifying assumptions are usually imposed on the relationship between the observation times and the price process. In this paper, we establish a central limit theorem for the Realized Volatility in a general endogenous time setting. We ∗We are grateful to Andrew Patton and Neil Shephard, and the participants of the Stevanov...

When estimating high-frequency covariance (quadratic covariation) of two arbitrary assets observed asynchronously, simple assumptions, such as independence, are usually imposed on the relationship between the prices process and the observation times. In this paper, we introduce a general endogenous two-dimensional nonparametric model. Because an observation is generated whenever an auxiliary pr...

A comprehensive survey of mosquitoes (Diptera: Culicidae) was conducted in Swat Pakistan, from April to September during 2000. The survey involved the sampling of both, adult and immature stages of mosquitoes, and recovered a total of 21 species in five genera. Sampling of adult mosquitoes involved Pyrethrum spray collections, Man-biting collections, and Animal-biting collection. Immature stage...