@article{AIHPB_2011__47_3_748_0,
     author = {Dalalyan, Arnak and Yoshida, Nakahiro},
     title = {Second-order asymptotic expansion for a non-synchronous covariation estimator},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {748--789},
     publisher = {Gauthier-Villars},
     volume = {47},
     number = {3},
     year = {2011},
     doi = {10.1214/10-AIHP383},
     mrnumber = {2841074},
     language = {en},
     url = {http://www.numdam.org/articles/10.1214/10-AIHP383/}
}