Concepedia

Asynchronous Data Sampling

Asynchronous Data Sampling is a data collection methodology in high-frequency financial econometrics that samples asset price observations at irregular, non-synchronized time intervals across different assets, thereby accounting for the inherent lack of simultaneity in market events and trading activities.

114

Publications

5.7K

Citations

382

Authors

170

Institutions

Publications per year

2017–2026

32

Parents

Publications

114

Review of the BCI Competition IV

Michael Tangermann, Klaus‐Robert Müller, Ad Aertsen et al. · Frontiers in Neuroscience · 2012 · 1.2K citations · Full text

, , +10

High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data

Yacine Aı̈t-Sahalia, Jianqing Fan, Dacheng Xiu · Journal of the American Statistical Association · 2010 · 303 citations

, , +14

Asynchronous optical sampling terahertz time-domain spectroscopy for ultrahigh spectral resolution and rapid data acquisition

Takeshi Yasui, Eisuke Saneyoshi, Tsutomu Araki · Applied Physics Letters · 2005 · 268 citations

, , +15

Pump/probe method for fast analysis of visible spectral signatures utilizing asynchronous optical sampling

Paul A. Elzinga, Ronald J. Kneisler, Fred E. Lytle et al. · Applied Optics · 1987 · 190 citations

, , +16

Asynchronous optical sampling for high-speed characterization of integrated resonant terahertz sensors

C. Janke, M. Först, M. Nagel et al. · Optics Letters · 2005 · 145 citations · Full text

, , +15

1–5 of 114

Authors

382

  1. CL
    Chao Lü

    Hong Kong Polytechnic University, Hong Kong SAR China

    6 publications · 156 citations

    6

    h-index

  2. TD
    T. Dekorsy

    University of Konstanz, Germany

    5 publications · 302 citations

    5

    h-index

  3. AP
    Alan Pak Tao Lau

    Hong Kong Polytechnic University, Hong Kong SAR China

    5 publications · 135 citations

    5

    h-index

  4. FE
    Fred E. Lytle

    Purdue University West Lafayette, United States

    4 publications · 345 citations

    4

    h-index

  5. FN
    Faisal Nadeem Khan

    Hong Kong Polytechnic University, Hong Kong SAR China

    4 publications · 112 citations

    4

    h-index

1–5 of 382

Institutions

170

  1. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    17 publications

    538 citations

  2. University of Konstanz

    Konstanz, Germany

    5 h-index

    29 publications

    1.7K citations

  3. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    5 h-index

    21 publications

    471 citations

  4. Purdue University West Lafayette

    West Lafayette, United States

    4 h-index

    21 publications

    1.9K citations

  5. National Institute of Standards and Technology

    Gaithersburg, United States

    4 h-index

    11 publications

    567 citations

  6. Hunan University

    Changsha, China

    3 h-index

    8 publications

    380 citations

  7. Texas A&M University

    College Station, United States

    3 h-index

    5 publications

    115 citations

  8. The University of Osaka

    Osaka, Japan

    3 h-index

    9 publications

    900 citations

1–8 of 170

Venues

  1. Optics Express

    8 publications · 365 citations

    8

    h-index

  2. Optics Letters

    6 publications · 382 citations

    6

    h-index

  3. 4

    h-index

  4. Electronics Letters

    4 publications · 185 citations

    4

    h-index

  5. IEEE Transactions on Automatic Control

    2 publications · 87 citations

    2

    h-index

1–5