A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

Ole E. Barndorff–Nielsen, Svend Erik Graversen, Jean Jacod, Mark Podolskij, Neil Shephard

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Source: Crossref

Published: Jan 1, 2006

DOI: 10.1007/978-3-540-30788-4_3

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