Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
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Cited in
(5)- Rate efficient estimation of realized Laplace transform of volatility with microstructure noise
- The realized Laplace transform of volatility
- Realized Laplace transforms for pure-jump semimartingales
- Large deviation principles of realized Laplace transform of volatility
- Realized Laplace transforms for estimation of jump diffusive volatility models
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