A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
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- 1 January 2006
- book chapter
- Published by Springer Nature
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This publication has 5 references indexed in Scilit:
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- Power and Bipower Variation with Stochastic Volatility and JumpsJournal of Financial Econometrics, 2004
- Modeling and Forecasting Realized VolatilityEconometrica, 2003
- Limit Theorems for Stochastic ProcessesPublished by Springer Nature ,2003
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility ModelsJournal of the Royal Statistical Society Series B: Statistical Methodology, 2002