Large deviation principles of realized Laplace transform of volatility (Q2116475)
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scientific article
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| 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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0.8594276309013367
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0.8127047419548035
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0.7824094295501709
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0.7737795114517212
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