Multipower Variation for Brownian Semistationary Processes

Author:

Barndorff-Nielsen Ole E.,Corcuera José Manuel,Podolskij Mark

Publisher

Elsevier BV

Reference55 articles.

1. Power variation for Gaussian processes with stationary increments;O E Barndorff-Nielsen;Stoch. Proc. Appl,2009

2. Bipower variation for Gaussian processes with stationary increments;O E Barndorff-Nielsen;J. Appl. Prob,2009

3. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

4. From Stochastic Calculus to Mathematical Finance. Festschrift in Honour of A;N. Shiryaev. Heidelberg: Springer. Pp

5. Limit theorems for bipower variation in financial econometrics;O E Barndorff-Nielsen;Econometric Theory,2006

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