Asymptotic properties of realized power variations and related functionals of semimartingales
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Open Access
- 24 May 2007
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 118 (4) , 517-559
- https://doi.org/10.1016/j.spa.2007.05.005
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This publication has 6 references indexed in Scilit:
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