Large deviations of realized volatility (Q665439)

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Large deviations of realized volatility
scientific article

    Statements

    title
    Large deviations of realized volatility (English)
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    author
    Shin Kanaya
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    Taisuke Otsu
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    publication date
    5 March 2012
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    zbMATH Keywords
    realized volatility
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    large deviation
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    moderate deviation
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    60F10
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    62P05
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    zbMATH DE Number
    6012105
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