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LIU ZHI [1]
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2023 [1]
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Quantitative Eco... [1]
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Bootstrapping Realized Laplace Transform of Volatility
Journal article
Ulrich Hounyo, Zhi Liu, Rasmus Tangsgaard Varneskov. Bootstrapping Realized Laplace Transform of Volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
Authors:
Ulrich Hounyo
;
Zhi Liu
;
Rasmus Tangsgaard Varneskov
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Submit date：2023/08/15
