Journal Article

Estimating the Volatility Occupation Time via Regularized Laplace Inversion

Econometric Theory
Author(s)

Jia Li

Viktor Todorov

George Tauchen

Date Published: 2016
Citations: Li, Jia, Viktor Todorov, George Tauchen. 2016. Estimating the Volatility Occupation Time via Regularized Laplace Inversion. Econometric Theory. 1253-1288.
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