Pages that link to "Item:Q2402430"
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The following pages link to Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430):
Displaying 10 items.
- Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- 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)
- Large and moderate deviations of realized covolatility (Q2452772) (← links)
- Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation (Q5114814) (← links)
- Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (Q5475035) (← links)
- (Q5879918) (← links)
- Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)