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1201.0868
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Multipower variation for Brownian semistationary processes
4 January 2012
O. Barndorff-Nielsen
J. M. Corcuera
M. Podolskij
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Papers citing
"Multipower variation for Brownian semistationary processes"
2 / 2 papers shown
Title
Quasi Ornstein-Uhlenbeck processes
O. Barndorff-Nielsen
A. Basse-O’Connor
70
52
0
16 Dec 2009
Testing for common arrivals of jumps for discretely observed multidimensional processes
J. Jacod
Viktor Todorov
95
174
0
13 Aug 2009
1
