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Realized Laplace Transforms for Pure-Jump Semimartingales, Annals of Statistics

Type

Article

Author(s)

Viktor Todorov, George Tauchen

Date Published

2012

Citations

Todorov, Viktor, and George Tauchen. 2012. Realized Laplace Transforms for Pure-Jump Semimartingales. Annals of Statistics. 40(2): 1233-1262.

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