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~isPartOf:"ERID working paper"
~person:"McAleer, Michael"
~person:"Theodoridis, Konstantinos"
~person:"Todorov, Viktor"
~subject:"Estimation"
~subject:"Statistical distribution"
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Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
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2011
Persistent link: https://www.econbiz.de/10009561745
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Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
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2010
Persistent link: https://www.econbiz.de/10009560323
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