Journal Article

Realized Power Variation from Second Order Differences for Pure Jump Semimartingales

Stochastic Processes and Their Applications
Author(s)

Viktor Todorov

Date Published: 2013
Citations: Todorov, Viktor. 2013. Realized Power Variation from Second Order Differences for Pure Jump Semimartingales. Stochastic Processes and Their Applications. 2829-2850.
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