LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
| Year of publication: |
2006
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Graversen, Svend Erik ; Jacod, Jean ; Shephard, Neil |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 04, p. 677-719
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |