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Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies
Todorov, Viktor, Tauchen, GeorgeVolume:
24
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/13-AAP965
Date:
October, 2014
File:
PDF, 376 KB
english, 2014