Large deviations of realized volatility
Year of publication: |
2012
|
---|---|
Authors: | Kanaya, Shin ; Otsu, Taisuke |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 2, p. 546-581
|
Publisher: |
Elsevier |
Subject: | Realized volatility | Large deviation | Moderate deviation |
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