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A note on the central limit theorem for bipower variation of general functions
Kinnebrock, Silja
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Podolskij, Mark
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2007
Persistent link: https://www.econbiz.de/10003492551
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A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.
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Graversen, Svend Erik
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2004
Persistent link: https://www.econbiz.de/10002704142
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