Limit theorems for multipower variation in the presence of jumps (Q2495383)
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| Language | Label | Description | Also known as |
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| English | Limit theorems for multipower variation in the presence of jumps |
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Limit theorems for multipower variation in the presence of jumps (English)
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30 June 2006
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This paper deals with a systematic study of how the probability limit and central limit theorem for realised multipower variation changes when we add finite activity jump processes to an underlying Brownian semimartingale.
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infinity activity
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