A central limit theorem for realised power and bipower variations of continious semimartingales
Publication information:
Barndorff-Nielsen, Ole E., Jean Jacod Gravensen, and Mark Podolskij. 2006. “A Central Limit Theorem for Realised Power and Bipower Variations of Continious Semimartingales”. In From Stochastic Analysis to Mathematical Finance, Festschrift for Albert Shiryaev, (edited by Kabanov, Y and R Lipster), 33-68. Springer.