Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289)

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Asymptotic properties of realized power variations and related functionals of semimartingales
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    Asymptotic properties of realized power variations and related functionals of semimartingales (English)
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    18 March 2008
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    central limit theorem
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    quadratic variation
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    power variation
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    semimartingale
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