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A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

In: From Stochastic Calculus to Mathematical Finance

Author

Listed:
  • Ole E. Barndorff–Nielsen

    (University of Aarhus, Dept. of Mathematical Sciences)

  • Svend Erik Graversen

    (University of Aarhus, Dept. of Mathematical Sciences)

  • Jean Jacod

    (Université P. et M. Curie, Laboratoire de Probabilités et Modèles Aléatoires (CNRS UMR 7599))

  • Mark Podolskij

    (Ruhr University of Bochum, Dept. of Probability and Statistics)

  • Neil Shephard

    (Nuffield College)

Abstract

No abstract is available for this item.

Suggested Citation

  • Ole E. Barndorff–Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard, 2006. "A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales," Springer Books, in: From Stochastic Calculus to Mathematical Finance, pages 33-68, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-30788-4_3
    DOI: 10.1007/978-3-540-30788-4_3
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