Authors: Barndorff-Nielsen, Ole E.
Graversen, Svend Erik
Jacod, Jean
Podolskij, Mark
Shephard, Neil
Title: A central limit theorem for realised power and bipower variations of continuous semimartingales
Language (ISO): en
Subject Headings: central limit theorem
quadratic variation
bipower variation
URI: http://hdl.handle.net/2003/5303
http://dx.doi.org/10.17877/DE290R-15241
Issue Date: 2004
Publisher: Universität Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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