Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
- 期刊名称Soft Computing
- 作者Wang, Li; Liu, Zhi; Xia, Xiaochao
- 印刷ISSN1432-7643
- 电子ISSN1433-7479
- 文件大小1016.05KB
- 发表时间2018-5-17
- DOI10.1007/s00500-018-3237-3
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