A central limit theorem for realised power and bipower variations of continuous semimartingales
| Year of publication: |
2004
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole Eiler ; Graversen, Svend Erik ; Jacod, Jean ; Podolskij, Mark |
| Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
| Subject: | Martingale | Zeitreihenanalyse | Theorie | Central limit theorem | quadratic variation | bipower variation |
| Series: | Technical Report ; 2004,51 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 469885009 [GVK] hdl:10419/22564 [Handle] RePEc:zbw:sfb475:200451 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010296635