High-frequency asymptotics for path-dependent functionals of Itô semimartingales
Year of publication: |
2015
|
---|---|
Authors: | Duembgen, Moritz ; Podolskij, Mark |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 4, p. 1195-1217
|
Publisher: |
Elsevier |
Subject: | High frequency data | Limit theory | Semimartingales | Stable convergence |
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