A note on the central limit theorem for bipower variation of general functions (Q927926)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A note on the central limit theorem for bipower variation of general functions
scientific article

    Statements

    A note on the central limit theorem for bipower variation of general functions (English)
    0 references
    0 references
    0 references
    10 June 2008
    0 references
    bipower variation
    0 references
    central limit theorem
    0 references
    diffusion models
    0 references
    high-frequency data
    0 references
    semimartingale theory
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers