Large and moderate deviations of realized covolatility
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0167-7152 |
| Author | Djellout, Hacène, Samoura, Yacouba |
| Maintainer | CCSD |
| Last Updated | May 9, 2026, 10:05 (UTC) |
| Created | May 9, 2026, 10:05 (UTC) |
| Identifier | hal-00871977 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques Blaise Pascal (LMBP) ; Université Blaise Pascal - Clermont-Ferrand 2 (UBP)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Djellout, Hacène |
| date | 2014-01-06T00:00:00 |
| harvest_object_id | 8f11bf8a-feb0-4f07-b612-ee99e80d66aa |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2024-05-03T00:00:00 |
| set_spec | type:ART |