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Research Details

Estimating the Volatility Occupation Time via Regularized Laplace Inversion, Econometric Theory

Type

Article

Author(s)

Jia Li, Viktor Todorov, George Tauchen

Date Published

2016

Citations

Li, Jia, Viktor Todorov, and George Tauchen. 2016. Estimating the Volatility Occupation Time via Regularized Laplace Inversion. Econometric Theory. 32: 1253-1288.

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