A central limit theorem for realised power and bipower variations of continuous semimartingales

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DC Field	Value	Language
dc.contributor.author	Barndorff-Nielsen, Ole E.	de
dc.contributor.author	Graversen, Svend Erik	de
dc.contributor.author	Jacod, Jean	de
dc.contributor.author	Podolskij, Mark	de
dc.contributor.author	Shephard, Neil	de
dc.date.accessioned	2004-12-06T18:51:26Z	-
dc.date.available	2004-12-06T18:51:26Z	-
dc.date.issued	2004	de
dc.identifier.uri	http://hdl.handle.net/2003/5303	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15241	-
dc.format.extent	340424 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	de
dc.publisher	Universität Dortmund	de
dc.subject	central limit theorem	en
dc.subject	quadratic variation	en
dc.subject	bipower variation	en
dc.subject.ddc	310	de
dc.title	A central limit theorem for realised power and bipower variations of continuous semimartingales	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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