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Graversen, Svend Erik's
Scholarly Papers
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1.
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Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences Graversen, Svend Erik
University of Aarhus - Department of Mathematical Sciences Jacod, Jean
Université Paris VI Pierre et Marie Curie Podolskij, Mark
University of Heidelberg - Institute of Applied Mathematics Shephard, Neil
University of Oxford - Oxford-Man Institute
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Central limit theorem, quadratic variation, bipower variation
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Barndorff-Nielsen, Ole E.
University of Aarhus - Thiele Centre, Department of Mathematical Sciences Shephard, Neil
University of Oxford - Oxford-Man Institute Graversen, Svend Erik
University of Aarhus - Department of Mathematical Sciences
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Bipower, Mixed Gaussian limit, Power variation, Quadratic variation, Realised variance, Realised volatility, Stochastic volatility
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Christensen, Peter O.
Aarhus University - Department of Economics and Business Graversen, Svend Erik
University of Aarhus - Department of Mathematical Sciences Miltersen, Kristian R.
Copenhagen Business School
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Consumption-based capital asset pricing model, CCAPM, dynamic trading
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