Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034): Difference between revisions
From MaRDI portal
Revision as of 11:08, 12 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Realized Laplace transforms for estimation of jump diffusive volatility models |
scientific article |
Statements
Realized Laplace transforms for estimation of jump diffusive volatility models (English)
0 references
12 August 2016
0 references
jumps
0 references
high-frequency data
0 references
Laplace transform
0 references
stochastic volatility models
0 references
0 references
0 references
0 references
0 references
0 references
0 references