Large Deviation Principles of Realized Laplace Transform of Volatility
Crossref DOI link: https://doi.org/10.1007/s10959-020-01055-4
Published Online: 2021-01-06
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Feng, Xinwei
He, Lidan
Liu, Zhi
Text and Data Mining valid from 2021-01-06
Version of Record valid from 2021-01-06
Article History
Received: 16 December 2019
Revised: 3 September 2020
Accepted: 28 October 2020
First Online: 6 January 2021