×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Scien... [2]
Authors
LIU ZHI [1]
Document Type
Journal article [2]
Date Issued
2021 [2]
Language
英語English [2]
Source Publication
Journal of Theor... [2]
Indexed By
SCIE [2]
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Issue Date Ascending
Issue Date Descending
Title Ascending
Title Descending
Author Ascending
Author Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Submit date Ascending
Submit date Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
Large Deviation Principles of Realized Laplace Transform of Volatility
Journal article
Feng, Xinwei, He, Lidan, Liu, Zhi. Large Deviation Principles of Realized Laplace Transform of Volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186-208.
Authors:
Feng, Xinwei
;
He, Lidan
;
Liu, Zhi
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
0.8
/
0.7
|
Submit date：2022/03/28
High-frequency Data
Large Deviation
Moderate Deviation
Realized Laplace Transform Of Volatility
Semi-martingale
Large deviation principles of realized Laplace transform of volatility
Journal article
Feng Xinwei, He Lianda, Liu Zhi. Large deviation principles of realized Laplace transform of volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186–208.
Authors:
Feng Xinwei
;
He Lianda
;
Liu Zhi
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
0.8
/
0.7
|
Submit date：2022/07/27
High-frequency Data
Large Deviation
Moderate Deviation
Realized Laplace Transform Of Volatility
Semi-martingale
