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Large and moderate deviations of realized covolatility
Djellout, Hacène
;
Samoura, Yacouba
- In:
Statistics & Probability Letters
86
(
2014
)
C
,
pp. 30-37
In this note, we consider the
large
and
moderate
deviation
principle
of the estimators of the integrated covariance of …
Persistent link: https://www.econbiz.de/10011040033
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