The Realized Laplace Transform of Volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Todorov, Viktor ; Tauchen, George |
| Published in: |
Econometrica. - Econometric Society. - Vol. 80.2012, 3, p. 1105-1127
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010562404