Limit theorems for bipower variation of semimartingales (Q2654158)

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Limit theorems for bipower variation of semimartingales
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    Limit theorems for bipower variation of semimartingales (English)
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    15 January 2010
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    bipower variation
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    central limit theorem
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    high-frequency observations
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    semimartingale
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    stable convergence
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