Realized Laplace Transforms for Estimation of Jump Diusive Volatility Models

Viktor Todorov, George Tauchen, Iaryna Grynkiv

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@article{cf17e5a6e2fa4513b5fbe6d87d8abece,

title = "Realized Laplace Transforms for Estimation of Jump Diusive Volatility Models",

author = "Viktor Todorov and George Tauchen and Iaryna Grynkiv",

year = "2011",

doi = "10.1016/j.jeconom.2011.06.016",

language = "English",

volume = "164",

pages = "367--381",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

}