Limit theorems for bipower variation in financial econometrics
Ole E. Barndorff-Nielsen and Svend Erik Graversen; Jean Jacod; Neil Shephard
| Year of publication: |
2006
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|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Graversen, Svend Erik ; Jacod, Jean ; Shephard, Neil G. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 4, p. 677-719
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| Subject: | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351877