Large deviations of realized volatility
type: Item
instance of: scholarly article
title: Large deviations of realized volatility
zbMATH Open document ID: 1237.91238
author: Shin Kanaya
author: Taisuke Otsu
published in: Stochastic Processes and their Applications
publication date: 2012-03-05T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6012105
zbMATH Keywords: realized volatility
zbMATH Keywords: large deviation
zbMATH Keywords: moderate deviation
MaRDI profile type: Publication
full work available at URL: j.spa.2011.09.002
OpenAlex ID: W3121342296
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DOI: 10.1016/J.SPA.2011.09.002
description: scientific article; zbMATH DE number 6012105