Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes

By Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij. 2009

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Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/45e40e7c3a4d67e08cd19c3126c52478189fc242