Journal Article

Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions

Journal of American Statistical Association
Author(s)

Viktor Todorov

George Tauchen

Date Published: 2012
Citations: Todorov, Viktor, George Tauchen. 2012. Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions. Journal of American Statistical Association. 622-635.
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