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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - In: Econometric theory 22 (2006) 4, pp. 677-719
Persistent link: https://www.econbiz.de/10003351877
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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10003178786
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A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002364025
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Limit theorems for bipower variation in financial econometrics
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2005
Persistent link: https://www.econbiz.de/10002689302
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A central limit theorem for realised power and bipower variations of continuous semimartingales
Barndorff-Nielsen, Ole E.; Graversen, Svend Erik; … - 2004
Persistent link: https://www.econbiz.de/10002704142
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Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031