The realized Laplace transform of volatility (Q2859081)
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scientific article; zbMATH DE number 6223222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The realized Laplace transform of volatility |
scientific article; zbMATH DE number 6223222 |
Statements
6 November 2013
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Laplace transform
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stochastic volatility
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central limit theorem
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jumps
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high-frequency data
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The realized Laplace transform of volatility (English)
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