The Realized Laplace Transform of Volatility (Q2859081): Difference between revisions
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Revision as of 08:50, 5 March 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)
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6 November 2013
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Laplace transform
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stochastic volatility
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central limit theorem
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jumps
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high-frequency data
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