Bootstrapping Laplace transforms of volatility
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Publication:6088832
DOI10.3982/qe1929OpenAlexW4384571245MaRDI QIDQ6088832
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Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe1929
bootstrapEdgeworth expansionshigh-frequency dataItô semimartingalesrealized Laplace transformhigher-order refinementsspot measure inference
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