Most people who deal with electronics have heard of the Fourier transform. That mathematical process makes it possible for computers to analyze sound, video, and it also offers critical math insights ...

Most people who deal with electronics have heard of the Fourier transform. That mathematical process makes it possible for computers to analyze sound, video, and it also offers critical math insights ...

We introduce and derive the asymptotic behavior of a new measure constructed from high-frequency data which we call the realized Laplace transform of volatility. The statistic provides a nonparametric ...