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

Stochastic Processes and their Applications

Volumn 118, Issue 6, 2008, Pages 1056-1070

  Kinnebrock, Silja ^a   Podolskij, Mark ^b  

^a MERTON COLLEGE   (United Kingdom)

^b RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Bipower variation; Central limit theorem; Diffusion models; High frequency data; Semimartingale theory

Indexed keywords

BROWNIAN MOVEMENT; PROBLEM SOLVING; STOCHASTIC MODELS; THEOREM PROVING;

BIPOWER VARIATION; CENTRAL LIMIT THEOREMS; HIGH FREQUENCY DATA; SEMIMARTINGALE THEORY;

FUNCTIONAL ANALYSIS;

EID: 42649124919     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.07.009     Document Type: Article

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