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
|
Saved in:
Saved in favorites
Similar items by person
-
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
Todorov, Viktor, (2010)
-
Volatility Activity: Specification and Estimation
Todorov, Viktor, (2011)
-
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor, (2011)
- More ...