Power variation and time change
Year of publication: |
16 Aug. 2004 ; [Elektronische Resource]
|
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Other Persons: | Barndorff-Nielsen, Ole E. (contributor) ; Shephard, Neil G. (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Theorie | Theory | Martingal | Martingale |
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