Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034)
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scientific article; zbMATH DE number 6616783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Laplace transforms for estimation of jump diffusive volatility models |
scientific article; zbMATH DE number 6616783 |
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Realized Laplace transforms for estimation of jump diffusive volatility models (English)
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12 August 2016
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jumps
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high-frequency data
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Laplace transform
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stochastic volatility models
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0.9266657
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0.9013686
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0.8942558
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0.8868785
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0.88687307
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0.88134557
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0.8812506
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0.88055414
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