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20162026
most citedFinding an Accurate Early Forecasting Model from Small Dataset: A Case of 2019-nCoV Novel Coronavirus Outbreak

237 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2020 · math.STShow all

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math.ST2020

Large Deviation principles of Realized Laplace Transform of Volatility

Xinwei Feng, Lidan He, Zhi Liu

Under scenario of high frequency data, consistent estimator of realized Laplace transform of volatility is proposed by \citet{TT2012a} and related central limit theorem has been we…