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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| 語言: | English |
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Institutional Knowledge at Singapore Management University
2018
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| 在線閱讀: | 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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