Limit theorems for multipower variation in the presence of jumps
Year of publication: |
2005-06-01
|
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Authors: | Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E. |
Institutions: | Department of Economics, Oxford University |
Subject: | Bipower Variation | Infinite Activity | Multipower Variation | Power Variation | Quadratic Variation | Semimartingales | Stochastic Volatility |
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