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Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise Journal article
Li Wang, Zhi Liu, Xiaochao Xia. Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise[J]. Soft Computing, 2019.
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:3.1/3.2 | Submit date：2019/06/10
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
Li Wang, Zhi Liu, · Xiaochao Xi. Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise[J]. SOFT COMPUTING, 2018, 23(14), 5739-5752.
Authors:  Li Wang;  Zhi Liu;  · Xiaochao Xi
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:3.1/3.2 | Submit date：2020/06/03
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes