A central limit theorem for realised power and bipower variations of continuous semimartingales
| Year of publication: |
2004
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|---|---|
| Authors: | Barndorff-Nielsen, Ole Eiler ; Graversen, Svend Erik ; Jacod, Jean ; Podolskij, Mark |
| Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
| Subject: | Central limit theorem | quadratic variation | bipower variation |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2004,51 |
| Source: |
Persistent link: https://www.econbiz.de/10009216950