Department of Economics and Business Economics

Large deviations for realized volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalStochastic Processes and Their Applications
Volume122
Issue2
Pages (from-to)546-581
Number of pages36
ISSN0304-4149
DOIs
Publication statusPublished - 2012

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