Large Deviations of the Threshold Estimator of Integrated (Co-)Volatility Vector in the Presence of Jumps
Crossref DOI link: https://doi.org/10.1007/s10959-017-0759-z
Published Online: 2017-04-07
Published Print: 2018-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Djellout, Hacène
Jiang, Hui
License valid from 2017-04-07