Large deviations of realized volatility

Keyphrases

• Large Deviations 100%
• Realized Volatility 100%
• Moderate Deviations 80%
• High-frequency Data 40%
• Normal Approximation 40%
• Central Limit Theorem 20%
• Large Deviation Principle 20%
• Asymptotic Theory 20%
• Large Deviations Theorem 20%
• Path Regularity 20%
• Tail Probability 20%
• High-frequency Trading 20%
• Large Deviation Theory 20%
• Volatility Process 20%
• Deviation Rate Function 20%
• High-frequency Observations 20%
• Data-rich Environment 20%
• Deviation Properties 20%

Mathematics

• High-Frequency Data 100%
• Normal Approximation 100%
• Central Limit Theorem 50%
• Tail Probability 50%
• Rate Function 50%
• Large Deviation Principle 50%
• Asymptotic Theory 50%
• Fixed Time Interval 50%