Journal Article

Realized Laplace Transforms for Pure-Jump Semimartingales

Annals of Statistics
Author(s)

Viktor Todorov

George Tauchen

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