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Citation: Viktor Todorov et George Tauchen, REALIZED LAPLACE TRANSFORMS FOR PURE-JUMP SEMIMARTINGALES, Annals of statistics , 40(2), 2012, pp. 1233-1262

Authors: Jia Li Viktor Todorov George Tauchen

Citation: Jia Li et al., VOLATILITY OCCUPATION TIMES, Annals of statistics , 41(4), 2013, pp. 1865-1891