LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS

DOI10.1017/S0266466606060324zbMath1125.62114arXivmath/0503711OpenAlexW3123095880MaRDI QIDQ3408516

Jean Jacod, Neil Shephard, Ole Eiler Barndorff-Nielsen, Svend-Erik Graversen

Publication date: 14 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503711

zbMATH Keywords

law of large numbers central limit theorem

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites Work