Comment on: Limit of random measures associated with the increments of a Brownian Semimartingale

We thank the Editors’ invitation for the opportunity of contributing to this special issue as a celebration of Professor Jean Jacod’s seminal work originally written in 1994 (Jacod, 1994). This paper established general limit theorems for integrated volatility functionals, and provided theoretical t...

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Bibliographic Details
Main Authors: LI, Jia, XIU, Dacheng
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
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Online Access:https://ink.library.smu.edu.sg/soe_research/2556
https://ink.library.smu.edu.sg/context/soe_research/article/3555/viewcontent/jfeccomment_av.pdf
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Institution: Singapore Management University
Language: English