A central limit theorem for realised power and bipower variations of continuous semimartingales
Year of publication: |
2004 ; [Elektronische Ressource]
|
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Authors: | Barndorff-Nielsen, Ole E. ; Graversen, Svend Erik ; Jacod, Jean ; Podolskij, Mark |
Publisher: |
Dortmund : Univ., SFB 475 |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Martingal | Martingale |
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