Resource title

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

Resource image

image for OpenScout resource :: A central limit theorem for realised power and bipower variations of continuous semimartingales

Resource description

Central limit theorem, quadratic variation, bipower variation

Resource author

Ole Eiler Barndorff-Nielsen, Svend Erik Graversen, Jean Jacod, Mark Podolskij

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22564

Resource license

Adapt according to the presented license agreement and reference the original author.