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Bipower variation for Gaussian processes with stationary increments
Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij, and Jeannette H. C. Woerner J. Appl. Probab. 46(1):132-150 (2009)
to B4 by for916 on Mar 15, 2010, 12:10 PM
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Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach
Holger Dette, and Mark Podolskij Journal of Econometrics 143(1):56--73 (March 2008)
to Stable convergence by smicha on Apr 21, 2008, 10:02 PM
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Realized range-based estimation of integrated variance
Kim Christensen, and Mark Podolskij Journal of Econometrics 141(2):323--349 (December 2007)
to Realized variance by smicha on Apr 21, 2008, 10:02 PM
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