Narrow search
Showing 1 - 6 of 6
Cover Image
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole Eiler; Graversen, Svend Erik; … - Institut für Wirtschafts- und Sozialstatistik, … - 2004
Central limit theorem, quadratic variation, bipower variation
Persistent link: https://www.econbiz.de/10009216950
Cover Image
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
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10002689302
Cover Image
A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364025
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
Cover Image
Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10003178786