Realized power variation and stochastic volatility models, Bernoulli, vol.9, issue.2, pp.243-265, 2003. ,
DOI : 10.3150/bj/1068128977
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.565.8717
Power and Bipower Variation with Stochastic Volatility and Jumps, Journal of Financial Econometrics, vol.2, issue.1, pp.1-48, 2004. ,
DOI : 10.1093/jjfinec/nbh001
URL : http://jfec.oxfordjournals.org/cgi/content/short/2/1/1
A central limit theorem for realised bipower variation of continuous semimartingales From stochastic calculus to mathematical finance, The Shiryaev festschrift, pp.33-69, 2006. ,
Some theorems on stable processes, Transactions of the American Mathematical Society, vol.95, issue.2, pp.263-273, 1960. ,
DOI : 10.1090/S0002-9947-1960-0119247-6
Sample functions of stochastic processes with stationary independants increments, J. Math. Mech, vol.10, pp.493-516, 1961. ,
P -variation de fonctions aléatoires, Sém. Proba. IV, Lecture Notes in Math, vol.258, 1972. ,
DOI : 10.1007/bfb0059460
Asymptotic properties of realized power variations and related functionals of semimartingales. Stochastic processes and their Applications, pp.517-559, 2008. ,
URL : https://hal.archives-ouvertes.fr/hal-00023146
Asymptotic properties of power variations of L??vy processes, ESAIM: Probability and Statistics, vol.11, pp.173-196, 2007. ,
DOI : 10.1051/ps:2007013
On asymptotic errors in discretization of processes, The Annals of Probability, vol.31, issue.2, pp.592-608, 2003. ,
DOI : 10.1214/aop/1048516529
URL : https://hal.archives-ouvertes.fr/hal-00103988
Asymptotic error distributions for the Euler method for stochastic differential equations, The Annals of Probability, vol.26, issue.1, pp.267-307, 1998. ,
DOI : 10.1214/aop/1022855419
Inference for Stochastic Processes, 2001. ,
DOI : 10.1016/B978-0-444-53548-1.50006-4
La variation d'ordre p des semimartingales, Z. für Wahr. Th, vol.36, pp.285-316, 1976. ,
Le Mouvement Brownien Plan, American Journal of Mathematics, vol.62, issue.1/4, pp.487-550, 1940. ,
DOI : 10.2307/2371467
Estimating the integrated volatility in stochastic volatility models with Lévy type jumps, 2007. ,
On the $\gamma$-Variation of Processes with Stationary Independent Increments, The Annals of Mathematical Statistics, vol.43, issue.4, pp.1213-1220, 1972. ,
DOI : 10.1214/aoms/1177692473
Stochastic Integration and Differental Equations, 2004. ,
On the distribution of the fractional part of a statistical variable, Mat Sb. (N.S.), vol.4, pp.561-562, 1939. ,
Power and Multipower Variation: inference for high frequency data, Stochastic Finance, pp.343-354, 2006. ,
DOI : 10.1007/0-387-28359-5_12