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LIU ZHI [1]
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Journal article [1]
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2018 [1]
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英語English [1]
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SOFT COMPUTING [1]
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SCIE [1]
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Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
Journal article
Li Wang, Zhi Liu, · Xiaochao Xi. Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise[J]. SOFT COMPUTING, 2018, 23(14), 5739-5752.
Authors:
Li Wang
;
Zhi Liu
;
· Xiaochao Xi
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Submit date：2020/06/03
High-frequency Data
Laplace Transform
Microstructure Noise
Pure Jump Processes
