Realized Laplace Transforms for Estimation of Jump Diusive Volatility Models

Viktor Todorov, George Tauchen, Iaryna Grynkiv

Research output: Contribution to journalArticlepeer-review

15 Scopus citations
Original languageEnglish
Pages (from-to)367-381
JournalJournal of Econometrics
Volume164
DOIs
StatePublished - 2011

Cite this