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subject:"Zeitreihenanalyse"
~person:"Park, Joon Y."
~person:"Barndorff-Nielsen, Ole Eiler"
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Zeitreihenanalyse
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Park, Joon Y.
Barndorff-Nielsen, Ole Eiler
Li, Jia
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5
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Graversen, Svend Erik
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler
;
Graversen, Svend Erik
; …
-
2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10010296635
Saved in:
2
A test of the martingale hypothesis
Park, Joon Y.
(
contributor
);
Whang, Joon-Jae
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003273669
Saved in:
3
A test of martingale hypothesis
Park, Joon Y.
(
contributor
);
Wang, Yoon-Jae
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
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