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dc.contributor.authorGlaser, Sven-
dc.date.accessioned2013-09-30T15:24:46Z-
dc.date.available2013-09-30T15:24:46Z-
dc.date.issued2013-09-30-
dc.identifier.urihttp://hdl.handle.net/2003/30626-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-10955-
dc.description.abstractWe prove a law of large numbers for the power variation of an integrated fractional process in a pure jump model. This yields consistency of an estimator for the integrated volatility where we are no longer restricted to a Gaussian model.en
dc.language.isoen-
dc.subject.ddc610-
dc.titleA law of large numbers for the power variation of fractional Lévy processesen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
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