Geodesic
Power variation and time change
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 115-130

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This paper provides limit distribution results for power variation, that is, sums of powers of absolute increments under nonequidistant subdivisions of time and for certain types of time-changed Brownian motion and $\alpha$-stable processes. Special cases of these processes are stochastic volatility models used extensively in financial econometrics.
Keywords: power variation, realized variance, semimartingales, stochastic volatility, time change.
Mots-clés : $r$-variation 
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O. E. Barndorff-Nielsen; N. Shephard. Power variation and time change. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 1, pp. 115-130. http://geodesic.mathdoc.fr/item/TVP_2005_50_1_a5/