Power variation from second order differences for pure jump semimartingales

Published 2013 View Full Article

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Title
Power variation from second order differences for pure jump semimartingales
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 123, Issue 7, Pages 2829-2850
Publisher
Elsevier BV
Online
2013-04-04
DOI
10.1016/j.spa.2013.04.005

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