Journal Article

Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies

Annals of Applied Probability
Author(s)

Viktor Todorov

George Tauchen

Date Published: 2014
Citations: Todorov, Viktor, George Tauchen. 2014. Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies. Annals of Applied Probability. 1850-1888.
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