Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034): Difference between revisions

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Latest revision as of 11:08, 12 July 2024

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Realized Laplace transforms for estimation of jump diffusive volatility models
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    Realized Laplace transforms for estimation of jump diffusive volatility models (English)
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    12 August 2016
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    jumps
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    high-frequency data
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    Laplace transform
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    stochastic volatility models
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