Residential College | false |
Status | 已發表Published |
Bootstrapping Realized Laplace Transform of Volatility | |
Ulrich Hounyo; Zhi Liu; Rasmus Tangsgaard Varneskov | |
2023-07 | |
Source Publication | Quantitative Economics |
ABS Journal Level | 4 |
Volume | 14Issue:3Pages:1059-1103 |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | Zhi 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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