Large deviations of realized volatility (Q665439): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2011.09.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2011.09.002 / rank | |||
Normal rank | |||
Latest revision as of 00:23, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of realized volatility |
scientific article |
Statements
Large deviations of realized volatility (English)
0 references
5 March 2012
0 references
realized volatility
0 references
large deviation
0 references
moderate deviation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
