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 |
Provenance: | Universität Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org