Large and moderate deviations of realized covolatility (Q2452772)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large and moderate deviations of realized covolatility |
scientific article |
Statements
Large and moderate deviations of realized covolatility (English)
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5 June 2014
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deviation inequalities
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large and moderate deviation principle
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diffusion
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discrete-time observation
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realized volatility
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