Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the realized (co-)volatility vector: large deviations approach |
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Estimation of the realized (co-)volatility vector: large deviations approach (English)
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7 September 2017
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realized volatility
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realized covolatility
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large deviations
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diffusion
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discrete-time observation
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