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Large deviations of realized volatility

✍ Scribed by Shin Kanaya; Taisuke Otsu

Book ID: 113914798
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 383 KB
Volume: 122
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.09.002

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