Limit theorems for bipower variation in financial econometrics

Econometric Theory

Volumn 22, Issue 4, 2006, Pages 677-719

  Barndorff Nielsen, Ole E ^a   Graversen, Svend Erik ^a   Jacod, Jean ^b   Shephard, Neil ^c  

^a AARHUS UNIVERSITY   (Denmark)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33646525285     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060324     Document Type: Article

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