Power Variation and Time Change

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Publication:5472356

DOI10.1137/S0040585X97981482zbMath1095.60023OpenAlexW2163004569MaRDI QIDQ5472356

Neil Shephard, Ole Eiler Barndorff-Nielsen

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981482




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