Limit theorems for multipower variation in the presence of jumps

In 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.

Bibliográfalaš dieđut
Váldodahkkit:	Barndorff-Nielsen, O, Shephard, N, Winkel, M
Materiálatiipa:	Working paper
Giella:	English
Almmustuhtton:	2005
Fáttát:	Economics

Geahča maid

Limit theorems for multipower variation in the presence of jumps
Dahkki: Barndorff-Nielsen, O, et al.
Almmustuhtton: (2006)

Limit theorems for multipower variation in the presence of jumps.
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Almmustuhtton: (2005)

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