Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034): Difference between revisions
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Revision as of 00:52, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Laplace transforms for estimation of jump diffusive volatility models |
scientific article |
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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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