Limit theorems for multipower variation in the presence of jumps
Year of publication: |
2005-02-25
|
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Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil ; Winkel, Matthias |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | Bipower variation | Infinite activity | Multipower variation | Power variation | Quadratic variation | Semimartingales | Stochastic volatility |
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