REALIZED LAPLACE TRANSFORMS FOR PURE-JUMP SEMIMARTINGALES

The Annals of Statistics 2012 / 04 Vol. 40; Iss. 2

REALIZED LAPLACE TRANSFORMS FOR PURE-JUMP SEMIMARTINGALES

Viktor Todorov and George Tauchen
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Volume:
40
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/41713671
Date:
April, 2012
File:
PDF, 2.03 MB
english, 2012
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