Power Variation and Time Change
Work
Year: 2006
Type: article
Abstract: This paper provides limit distribution results for power variation, that is, sums of powers of absolute increments under nonequidistant subdivisions of time and for certain types of time-changed Brown... more
Institutions Aarhus University, University of Oxford
Cites: 42
Cited by: 47
Related to: 10
FWCI: 4.932
Citation percentile (by year/subfield): 89.97
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green