The Realized Laplace Transform of Volatility (Q2859081): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:24, 3 February 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
