The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales

Xiao Xiaoyong, Yin Hongwei

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2015, Vol. 31 ›› Issue (4) : 337-346.
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The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales

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