Limit theorems for bipower variation of semimartingales
نویسندگان
چکیده
منابع مشابه
Small Time Central Limit Theorems for Semimartingales with Applications
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2010
ISSN: 0304-4149
DOI: 10.1016/j.spa.2009.10.005