Authors: Todorov, Viktor Tauchen, George

Citation: Todorov, Viktor et Tauchen, George, Limit theorems for power variations of pure-jump processes with application to activity estimation, Annals of applied probability , 21(2), 2011, pp. 546-588

Authors: Todorov, Viktor Tauchen, George

Citation: Todorov, Viktor et Tauchen, George, Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies, Annals of applied probability , 24(4), 2014, pp. 1850-1888