Large and moderate deviations of realized covolatility (Q2452772)
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scientific article; zbMATH DE number 6301001
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large and moderate deviations of realized covolatility |
scientific article; zbMATH DE number 6301001 |
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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0.8046030402183533
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0.8030082583427429
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0.80085688829422
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0.7757470607757568
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0.7737795114517212
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