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

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

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

    Original languageEnglish
    Title of host publicationFrom stochastic calculus to mathematical finance : the Shiryaev Festschrift
    EditorsYuri Kabanov, Robert Liptser, Jordan Stoyanov
    Number of pages36
    Place of publicationBerlin
    PublisherSpringer
    Publication date2006
    Pages33-68
    DOIs
    Publication statusPublished - 2006

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