The Realized Laplace Transform of Volatility
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Publication:2859081
DOI10.3982/ECTA9133zbMath1274.91344OpenAlexW2246093936MaRDI QIDQ2859081
Viktor Todorov, George Tauchen
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9133
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Economic time series analysis (91B84) Applications of stochastic analysis (to PDEs, etc.) (60H30) Laplace transform (44A10)
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