Multipower variation and stochastic volatility
Publication information:
Barndorff-Nielsen, Ole E., and Neil Shephard. 2005. “Multipower Variation and Stochastic Volatility”. In Stochastic Finance , (edited by A.N. Shiryaev, M.R. Grossinho, P.E. Oliveira, M.L. Esquivel), 73-82. Springer.