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Estimation of Jump Tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10010614087
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The Realized Laplace Transform of Volatility
Todorov, Viktor
;
Tauchen, George
- In:
Econometrica
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10010562404
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