Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise

Li Wang, Zhi Liu 0005, Xiaochao Xia. Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. Soft Comput., 23(14):5739-5752, 2019. [doi]

Authors

Li Wang

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Zhi Liu 0005

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Xiaochao Xia

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