Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209)

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Central limit theorems for realized volatility under hitting times of an irregular grid
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    Central limit theorems for realized volatility under hitting times of an irregular grid (English)
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    26 October 2012
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    central limit theorem
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    hitting times
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    irregular grid
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    semi-martingales
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    stable convergence
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