Limit theorems for multipower variation in the presence of...

Stochastic Processes and their Applications 2006 Vol. 116; Iss. 5

Limit theorems for multipower variation in the presence of jumps

Ole E. Barndorff-Nielsen, Neil Shephard, Matthias Winkel
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Volume:
116
Year:
2006
Language:
english
Pages:
11
DOI:
10.1016/j.spa.2006.01.007
File:
PDF, 218 KB
english, 2006
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