Large deviations of realized volatility (Q665439): Difference between revisions

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-.1016/j.spa.2011.09.002
@@ Property / DOI: 10.1016/j.spa.2011.09.002 / rank @@
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+https://doi.org/10.1016/j.spa.2011.09.002
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+W3121342296
@@ Property / OpenAlex ID: W3121342296 / rank @@
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
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+Modeling and Forecasting Realized Volatility
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+Edgeworth expansions for realized volatility and related estimators
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@@ Property / DOI @@
+.1016/J.SPA.2011.09.002
@@ Property / DOI: 10.1016/J.SPA.2011.09.002 / rank @@
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