Limit theorems for bipower variation in financial econometrics
Ole E. Barndorff-Nielsen; Svend Erik Graversen; Jean Jacod; Neil Shephard
| Year of publication: |
23 Febr. 2005
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Graversen, Svend Erik ; Jacod, Jean ; Shephard, Neil G. |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Martingal | Martingale |
| Extent: | Online-Ressource, 39 S., Text |
|---|---|
| Series: | Oxford Financial Research Centre economics series. - Oxford, ZDB-ID 2103761-9. - Vol. 2005,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003178786