Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293)
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scientific article; zbMATH DE number 7094203
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| English | Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise |
scientific article; zbMATH DE number 7094203 |
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Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (English)
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14 August 2019
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high-frequency data
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Laplace transform
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microstructure noise
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pure jump processes
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0.9066202640533448
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0.8699321150779724
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0.8318367004394531
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0.8287831544876099
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