Realized Laplace transforms for pure-jump semimartingales

24 July 2012

Papers citing "Realized Laplace transforms for pure-jump semimartingales"

3 / 3 papers shown

Title
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process Hiroki Masuda 21 33 0 24 Aug 2016
Efficient estimation of integrated volatility in presence of infinite variation jumps J. Jacod Viktor Todorov 45 75 0 29 May 2014
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 77 50 0 01 Mar 2010