Journal Article
Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies
Annals of Applied Probability
Author(s)
Date Published:
2014
Citations:
Todorov, Viktor, George Tauchen. 2014. Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies. Annals of Applied Probability. 1850-1888.