In this article, we propose a nonparametric procedure to estimate the integrated volatility of an Itô semimartingale in the presence of jumps and microstructure noise. The estimator is based on a combination of the preaveraging method and threshold technique, which serves to remove...

In order to help farmers improve production, there is a need to link input and output operations, and agricultural cooperatives may be the best form. The cooperatives in Vietnam in general and in the Mekong River Delta in particular, however, still have certain drawbacks in their operation. The...