LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
Year of publication: |
2006
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Authors: | Barndorff-Nielsen, Ole E. ; Graversen, Svend Erik ; Jacod, Jean ; Shephard, Neil |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 4, p. 677-720
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