Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference12 articles.
1. A central limit theorem for realised power and bipower variations of continuous semimartingales;Barndorff-Nielsen,2006
2. Econometric analysis of realised volatility and its use in estimating stochastic volatility models;Barndorff-Nielsen;J. Roy. Statist. Soc. Ser. B,2002
3. Limit theorems for multipower variation in the presence of jumps;Barndorff-Nielsen;Stoch. Proc. Appl.,2006
4. F. Corsi, D. Pirino, R. Renò, Volatility forecasting: The jumps do matter, Working paper, 2008
5. Asymptotic properties of realized power variations and related functionals of semimartingales;Jacod;Stoch. Proc. Appl.,2008
Cited by
37 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献