"Central limit theorem for the realized volatility based on tick time sampling."

Masaaki Fukasawa (2010)

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DOI: 10.1007/S00780-008-0087-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Masaaki Fukasawa:
Central limit theorem for the realized volatility based on tick time sampling. Finance Stochastics 14(2): 209-233 (2010)

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