A modified wild bootstrap procedure for Laplace transforms of volatility
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DOI: 10.1016/j.econlet.2025.112177
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References listed on IDEAS
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More about this item
Keywords
Bootstrap; High-frequency data; Itô semimartingales; Realized Laplace transform;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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