A central limit theorem for realised power and bipower variations of continuous semimartingales

Ole Barndorff-Nielsen, Svend Erik Graversen, Jean Jacod and Mark Podolskij ()

No 2004,51, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Central limit theorem, quadratic variation, bipower variation

Keywords: Central limit theorem; quadratic variation; bipower variation (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (28)

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https://www.econstor.eu/bitstream/10419/22564/1/tr51-04.pdf (application/pdf)

Related works:
Working Paper: A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales (2004)
Working Paper: A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200451

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