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

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Large deviations for realized volatility. / Kanaya, Shin; Otsu, Taisuke.

In: Stochastic Processes and Their Applications, Vol. 122, No. 2, 2012, p. 546-581.

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

Harvard

Kanaya, S & Otsu, T 2012, 'Large deviations for realized volatility', Stochastic Processes and Their Applications, vol. 122, no. 2, pp. 546-581. https://doi.org/10.1016/j.spa.2011.09.002

APA

Kanaya, S., & Otsu, T. (2012). Large deviations for realized volatility. Stochastic Processes and Their Applications, 122(2), 546-581. https://doi.org/10.1016/j.spa.2011.09.002

CBE

Kanaya S, Otsu T. 2012. Large deviations for realized volatility. Stochastic Processes and Their Applications. 122(2):546-581. https://doi.org/10.1016/j.spa.2011.09.002

MLA

Kanaya, Shin and Taisuke Otsu. "Large deviations for realized volatility". Stochastic Processes and Their Applications. 2012, 122(2). 546-581. https://doi.org/10.1016/j.spa.2011.09.002

Vancouver

Kanaya S, Otsu T. Large deviations for realized volatility. Stochastic Processes and Their Applications. 2012;122(2):546-581. https://doi.org/10.1016/j.spa.2011.09.002

Author

Kanaya, Shin ; Otsu, Taisuke. / Large deviations for realized volatility. In: Stochastic Processes and Their Applications. 2012 ; Vol. 122, No. 2. pp. 546-581.

Bibtex

@article{563fa2a682e54ca490ea12633be4299d,
title = "Large deviations for realized volatility",
author = "Shin Kanaya and Taisuke Otsu",
year = "2012",
doi = "10.1016/j.spa.2011.09.002",
language = "English",
volume = "122",
pages = "546--581",
journal = "Stochastic Processes and Their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "2",

}

RIS

TY - JOUR

T1 - Large deviations for realized volatility

AU - Kanaya, Shin

AU - Otsu, Taisuke

PY - 2012

Y1 - 2012

U2 - 10.1016/j.spa.2011.09.002

DO - 10.1016/j.spa.2011.09.002

M3 - Journal article

VL - 122

SP - 546

EP - 581

JO - Stochastic Processes and Their Applications

JF - Stochastic Processes and Their Applications

SN - 0304-4149

IS - 2

ER -