On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Feng, XinWei, Jiang, Yu, Liu, Zhi, Meng, Zhe
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.02283