Limit theorems for bipower variation in financial econometrics

Ole Eiler Barndorff-Nielsen, Svend-Erik Graversen, Jean Jacod, Neil Shephard

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@article{4103f2a06aa811dcbee902004c4f4f50,

title = "Limit theorems for bipower variation in financial econometrics",

author = "Barndorff-Nielsen, {Ole Eiler} and Svend-Erik Graversen and Jean Jacod and Neil Shephard",

year = "2006",

doi = "10.1017/S0266466606060324",

language = "English",

volume = "22",

pages = "677--719",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "4",

}

TY - JOUR

T1 - Limit theorems for bipower variation in financial econometrics

AU - Barndorff-Nielsen, Ole Eiler

AU - Graversen, Svend-Erik

AU - Jacod, Jean

AU - Shephard, Neil

PY - 2006

Y1 - 2006

U2 - 10.1017/S0266466606060324

DO - 10.1017/S0266466606060324

M3 - Journal article

SN - 0266-4666

VL - 22

SP - 677

EP - 719

JO - Econometric Theory

JF - Econometric Theory

IS - 4

ER -