The realized Laplace transform of volatility
Year of publication: |
2012
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Authors: | Todorov, Viktor ; Tauchen, George Eugene |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 3, p. 1105-1127
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Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures | USA | United States | 1990-2008 |
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