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LIU ZHI [2]
WANG LI [2]
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2018 [2]
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Date Issued：2018
Author：王麗
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Realized Laplace Transforms for Pure Jump Semi-martingales with Presence of Microstructure Noise
Journal article
Soft Computing, 2018
Authors:
Li Wang
;
Zhi Liu
;
Xiaochao Xia
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TC[Scopus]:
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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
SOFT COMPUTING, 2018,Volume: 23,Issue: 14,Page: 5739-5752
Authors:
Li Wang
;
Zhi Liu
;
· Xiaochao Xi
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TC[WOS]:
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TC[Scopus]:
1
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Submit date：2020/06/03
High-frequency Data
Laplace Transform
Microstructure Noise
Pure Jump Processes
