Author:
Barndorff-Nielsen Ole E.,Corcuera José Manuel,Podolskij Mark
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
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2. A central limit theorem for realised power and bipower variations of continuous semimartingales;Barndorff-Nielsen,2006
3. Limit theorems for bipower variation in financial econometrics;Barndorff-Nielsen;Econometric Theory,2006
4. O.E. Barndorff-Nielsen, J. Schmiegel, Time change, volatility and turbulence, Thiele Research Report 12/2007
5. Realised power variation and stochastic volatility models;Barndorff-Nielsen;Bernoulli,2003
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52 articles.
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