A central limit theorem for realised power and bipower variations of continuous semimartingales
Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
- Department of Mathematical Sciences
| Original language | English |
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| Title of host publication | From stochastic calculus to mathematical finance : the Shiryaev Festschrift |
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| Editors | Yuri Kabanov, Robert Liptser, Jordan Stoyanov |
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| Number of pages | 36 |
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| Place of publication | Berlin |
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| Publisher | Springer |
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| Publication year | 2006 |
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| Pages | 33-68 |
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| DOIs | |
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| Publication status | Published - 2006 |
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ID: 3643034
