collaborators

1 paper

math.ST2025

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

XinWei Feng, Yu Jiang, Zhi Liu +1

In this paper, we first investigate the estimation of the empirical joint Laplace transform of volatilities of two semi-martingales within a fixed time interval [0, T] by using ove…