Add to ORKGIn this paper we provide a systematic study of the robustness of probability limits and central limit theory for realised multipower variation when we add finite activity and infinite activity jump processes to an underlying Brownian semimartingale
s dWs, where a is a locally bounded predictable process and (the \volatility") is an adapted ...
In the framework of general semimartingale models we provide limit theorems for variational sums in...
In this paper we study the asymptotic behaviour of power and multipower variations of processes Y : ...
In this paper we provide a systematic study of the robustness of probability limits and central limi...
In this paper we provide a systematic study of the robustness of probability limits and central limi...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
This paper derives the asymptotic behavior of realized power variation of pure-jump Itô semimartinga...
This paper presents limit theorems for certain funtionals of semimartingales ob-served at high frequ...
AbstractThis paper presents limit theorems for certain functionals of semimartingales observed at hi...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
In this paper we present the central limit theorem for general functions of the increments of Browni...
In this paper we study the asymptotic behaviour of power and multipower variations of processes Y : ...
s dWs, where a is a locally bounded predictable process and (the \volatility") is an adapted ...
In the framework of general semimartingale models we provide limit theorems for variational sums in...
In this paper we study the asymptotic behaviour of power and multipower variations of processes Y : ...
In this paper we provide a systematic study of the robustness of probability limits and central limi...
In this paper we provide a systematic study of the robustness of probability limits and central limi...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
In this paper we provide a systematic study of how the probability limit and central limit theorem f...
AbstractIn this paper we provide a systematic study of how the probability limit and central limit t...
This paper derives the asymptotic behavior of realized power variation of pure-jump Itô semimartinga...
This paper presents limit theorems for certain funtionals of semimartingales ob-served at high frequ...
AbstractThis paper presents limit theorems for certain functionals of semimartingales observed at hi...
In this paper we present a central limit theorem for general functions of the increments of Brownian...
In this paper we present the central limit theorem for general functions of the increments of Browni...
In this paper we study the asymptotic behaviour of power and multipower variations of processes Y : ...
s dWs, where a is a locally bounded predictable process and (the \volatility") is an adapted ...
In the framework of general semimartingale models we provide limit theorems for variational sums in...
In this paper we study the asymptotic behaviour of power and multipower variations of processes Y : ...