Journal Article
Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
Journal of American Statistical Association
Author(s)
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.