The Realized Laplace Transform of Volatility (Q2859081): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3982/ecta9133 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2246093936 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Realized Laplace Transform of Volatility |
scientific article |
Statements
The Realized Laplace Transform of Volatility (English)
0 references
6 November 2013
0 references
Laplace transform
0 references
stochastic volatility
0 references
central limit theorem
0 references
jumps
0 references
high-frequency data
0 references
