Pages that link to "Item:Q2452772"
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The following pages link to Large and moderate deviations of realized covolatility (Q2452772):
Displaying 3 items.
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
