A note on the central limit theorem for bipower variation of general functions
- Journal Article
Journal / seriesStochastic processes and their applications
SubjectBipower variation; Central limit theorem; Diffusion models; High-frequency data; Semimartingale theory
Organisational unit03288 - Embrechts, Paul
NotesReceived 9 March 2007, Received in revised form 17 July 2007, Accepted 18 July 2007, Available online 22 July 2007.
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