Realized Laplace transforms for estimation of jump diffusive volatility models
| Year of publication: |
2011
|
|---|---|
| Authors: | Todorov, Viktor ; Tauchen, George ; Grynkiv, Iaryna |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 164.2011, 2 (1.10.), p. 367-382
|