Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly …

digital asset returns are driven by high frequency jumps clustered around black swan events, resembling volatility and trading …

of volatility in finance for portfolio allocation, derivative pricing and risk management. The method has a two … average realized volatility processes can achieve a convergence rate close to OP(n−4/9) , which is better than the convergence … based on average realized volatility processes indeed performs better than that based on the price processes. Empirically …