Corrigendum to ``Large deviations of realized volatility

DOI10.1016/J.SPA.2012.10.010zbMath1268.91178OpenAlexW1974535687MaRDI QIDQ1940247

Shin Kanaya, Taisuke Otsu

Publication date: 6 March 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.10.010

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Large deviations (60F10)

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Estimation of the realized (co-)volatility vector: large deviations approach

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