Large deviation principles of realized Laplace transform of volatility (Q2116475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principles of realized Laplace transform of volatility |
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Large deviation principles of realized Laplace transform of volatility (English)
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17 March 2022
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high-frequency data
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realized Laplace transform of volatility
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semi-martingale
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large deviation
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moderate deviation
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