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Date
2009Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Stochastic Processes and their ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
Central limit theorem; Chaos expansion; Gaussian processes; High-frequency data; Multiple Wiener–Itô integrals; Power variationOrganisational unit
02204 - RiskLab / RiskLab
Notes
Received 23 November 2007, Revised 15 July 2008, Accepted 8 September 2008, Available online 16 2008.More
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ETH Bibliography
yes
Altmetrics