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Limit theorems for multipower variation in the presence of jumps

✍ Scribed by Ole E. Barndorff-Nielsen; Neil Shephard; Matthias Winkel

Book ID: 108266797
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 218 KB
Volume: 116
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2006.01.007

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