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

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

  • Department of Mathematical Sciences
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 year2006
Pages33-68
DOIs
Publication statusPublished - 2006

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