A central limit theorem for the realised covariation of a bivariate Brownian semistationary process

File(s)

CentralLimitTheorem_paper.pdf (470.61 KB)

Working paper

Show more

Author(s)

Granelli, A

Veraart, A

Type

Working Paper

Date Issued

2017-07-26

URI

http://hdl.handle.net/10044/1/53174

Is Replaced By

10044/1/61602

http://hdl.handle.net/10044/1/61602

Copyright Statement

© 2017 The Author(s)

Sponsor

Commission of the European Communities

Identifier

https://arxiv.org/abs/1707.08507

Grant Number

FP7-PEOPLE-2012-CIG-321707