A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
| Year of publication: |
2004-11-01
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| Authors: | Shephard, Neil |
| Institutions: | Department of Economics, Oxford University |
| Subject: | Central Limit Theorem | Quadratic Variation | Bipower Variation |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 2004-FE-21 |
| Source: |
Persistent link: https://www.econbiz.de/10010661405