Original language | English |
---|---|
Pages (from-to) | 367-381 |
Journal | Journal of Econometrics |
Volume | 164 |
DOIs | |
State | Published - 2011 |
Realized Laplace Transforms for Estimation of Jump Diusive Volatility Models
Viktor Todorov, George Tauchen, Iaryna Grynkiv
Research output: Contribution to journal › Article › peer-review
15
Scopus
citations