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

Barndorff-Nielsen, Ole E.Graversen, Svend ErikJacod, JeanPodolskij, MarkShephard, Neil2004-12-062004-12-062004http://hdl.handle.net/2003/530310.17877/DE290R-15241enUniversität Dortmundcentral limit theoremquadratic variationbipower variation310A central limit theorem for realised power and bipower variations of continuous semimartingalesreport