INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
| Year of publication: |
2010
|
|---|---|
| Authors: | Guggenberger, Patrik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 2, p. 331-369
|