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Keywords
- Central Limit Theorem
- Stochastic Volatility
- Quadratic Variation
- Polynomial Growth
- Stochastic Volatility Model
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References
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Barndorff–Nielsen, O.E., Graversen, S.E., Jacod, J., Podolskij, M., Shephard, N. (2006). A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_3
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DOI: https://doi.org/10.1007/978-3-540-30788-4_3
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