Nonsynchronous covariation process and limit theorems

Published 2010 View Full Article

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Title
Nonsynchronous covariation process and limit theorems
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 121, Issue 10, Pages 2416-2454
Publisher
Elsevier BV
Online
2010-12-23
DOI
10.1016/j.spa.2010.12.005

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