ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics

Contact

+44 (0)20 7594 8545a.veraart Website

Location

551Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Veraart:2010:10.1017/S0266466609100014,
author = {Veraart, AED},
doi = {10.1017/S0266466609100014},
journal = {Econometric Theory},
pages = {331--368},
title = {Inference for the jump part of quadratic variation of Ito semimartingales},
url = {http://dx.doi.org/10.1017/S0266466609100014},
volume = {26},
year = {2010}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Veraart,AED
DO  - 10.1017/S0266466609100014
EP  - 368
PY  - 2010///
SP  - 331
TI  - Inference for the jump part of quadratic variation of Ito semimartingales
T2  - Econometric Theory
UR  - http://dx.doi.org/10.1017/S0266466609100014
VL  - 26
ER  -

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