Limit Theorems for Power Variations of Pure-Jump Processes with Application to Activity Estimation
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
More about this item
KeywordsActivity index; Blumenthal-Getoor index; Central Limit Theorem; It^o semimartingale; high-frequency data; jumps; realized power variation;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:duk:dukeec:10-74. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Department of Economics Webmaster). General contact details of provider: http://econ.duke.edu/ .
We have no references for this item. You can help adding them by using this form .