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Source Publication：SCANDINAVIAN JOURNAL OF STATISTICS
Indexed By：SCIE
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Rate efficient estimation of realized Laplace transform of volatility with microstructure noise
Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:
Li Wang
;
Zhi Liu
;
Xiaochao Xia
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Submit date：2020/05/22
High-frequency Data
Stable Convergence
Laplace Transform Of Volatility
Microstructure Noise
Pre-averaging
