Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise (Q2318293)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise |
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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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