Erratum

Large deviations of realized volatility (Stochastic Processes and their Applications (2012) 122 (546-581) DOI: 10.1016/j.spa.2011.09.002)

Shin Kanaya, Taisuke Otsu

Research output: Contribution to journalComment/debate

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)1176-1177
Number of pages2
JournalStochastic Processes and their Applications
Volume123
Issue number3
DOIs
Publication statusPublished - 2013 Jan 1
Externally publishedYes

Fingerprint

Realized Volatility
Random processes
Large Deviations
Stochastic Processes

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

Cite this

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