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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
Favorite |   IF:1.9/2.4 | Submit date：2023/08/15
Bootstrapping Laplace transforms of volatility Journal article
Hounyo, Ulrich, Liu, Zhi, Varneskov, Rasmus T.. Bootstrapping Laplace transforms of volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
Authors:  Hounyo, Ulrich;  Liu, Zhi;  Varneskov, Rasmus T.
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:1.9/2.4 | Submit date：2023/09/25
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