We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...
The empirical rule describes how points are clustered in a normally-distributed data set. It states that 95% of data fall ...
Several notions of stochastic convexity and concavity and their properties are studied in this paper. Efficient sample path approaches are developed in order to verify the occurrence of these notions ...
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