Rate efficient estimation of realized Laplace transform of volatility with microstructure noise
Wang, Li; Liu, Zhi; Xia, Xiaochao
- 期刊名称Scandinavian Journal of Statistics
- 作者Wang, Li; Liu, Zhi; Xia, Xiaochao
- 印刷ISSN0303-6898
- 文件大小839.76KB
- 发表时间2018-11-27
- DOI10.1111/sjos.12365