Realized power variation and stochastic volatility models

Barndorff-Nielsen, Ole E., Shephard, Neil . Bernoulli 2003. 9 (2) :243-265

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Bibtex

@article{CIS-183788,
  Author = {Barndorff-Nielsen, Ole E. and Shephard, Neil},
  Title = {Realized power variation and stochastic volatility models},
  Journal = {Bernoulli},
  Volume = {9},
  Number = {2},
  Year = {2003},
  Pages = {243--265},
  Keywords = {Semimartingale, Quadratic variation, $p$-variation, REALIZED VOLATILITY, absolute returns, mixed asymptotic normality}
}

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