A central limit theorem for realised power and bipower variation of continuous semimartingales (Q5493536)
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scientific article; zbMATH DE number 5066255
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| English | A central limit theorem for realised power and bipower variation of continuous semimartingales |
scientific article; zbMATH DE number 5066255 |
Statements
23 October 2006
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quadratic variation
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0.8895408511161804
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0.8774163722991943
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0.8770119547843933
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0.8364104628562927
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