A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

  • Ole E. Barndorff–Nielsen
  • Svend Erik Graversen
  • Jean Jacod
  • Mark Podolskij
  • Neil Shephard

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Ole E. Barndorff–Nielsen
    • 1
  • Svend Erik Graversen
    • 2
  • Jean Jacod
    • 3
  • Mark Podolskij
    • 4
  • Neil Shephard
    • 5
  1. 1.Dept. of Mathematical SciencesUniversity of AarhusAarhus CDenmark
  2. 2.Dept. of Mathematical SciencesUniversity of AarhusAarhus CDenmark
  3. 3.Laboratoire de Probabilités et Modèles Aléatoires (CNRS UMR 7599)Université P. et M. CurieParis CedexFrance
  4. 4.Dept. of Probability and StatisticsRuhr University of BochumBochumGermany
  5. 5.Nuffield CollegeOxfordUK

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