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Bootstrapping Realized Laplace Transform of Volatility
Ulrich Hounyo; Zhi Liu; Rasmus Tangsgaard Varneskov
2023-07
Source PublicationQuantitative Economics
ABS Journal Level4
Volume14Issue:3Pages:1059-1103
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorZhi Liu
Recommended Citation
GB/T 7714
Ulrich Hounyo,Zhi Liu,Rasmus Tangsgaard Varneskov. Bootstrapping Realized Laplace Transform of Volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
APA Ulrich Hounyo., Zhi Liu., & Rasmus Tangsgaard Varneskov (2023). Bootstrapping Realized Laplace Transform of Volatility. Quantitative Economics, 14(3), 1059-1103.
MLA Ulrich Hounyo,et al."Bootstrapping Realized Laplace Transform of Volatility".Quantitative Economics 14.3(2023):1059-1103.
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