Pages that link to "Item:Q4916500"
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The following pages link to Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions (Q4916500):
Displaying 9 items.
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- First passage time of a Lévy degradation model with random effects (Q1739386) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293) (← links)
- ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION (Q2976209) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← links)
- Nonparametric optimal designs for degradation tests (Q5037045) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
