Podolskij, Mark; Vetter, Mathias - School of Economics and Management, University of Aarhus - 2009
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Moreover, we state a simple sketch of the proofs and give some examples.
Keywords: central limit theorem, high frequency … limit theorems for semimartingales: a short survey 2
developed a rst general (stable) central limit theorem for high … semimartingales: a short survey 6
Jacod [11] has derived a general stable central limit theorem for partial sums of trian-
gular …