Large deviations of realized volatility
| Autor: | Kanaya, Shin, Otsu, Taisuke |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2012 122(2):546-581 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kanaya, Shin, Otsu, Taisuke |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2012 122(2):546-581 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect