Appendix to Realised Quantile-Based Estimation of the Integrated Variance
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Elsevier BV
Reference5 articles.
1. A central limit theorem for realized power and bipower variations of continuous semimartingales;O E Barndorff-Nielsen;From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift,2006
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3. Appendix to Realised Quantile-Based Estimation of the Integrated Variance
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