In the Idea of Limits video, we introduce the idea of limits and discuss how it underpins all of the major concepts in calculus. In the Limit Laws video, we introduce the limit laws and discuss how to ...

ABSTRACT This paper deals with the performance of the cross‐correlation function (CCF) for the case of time series which contain only a limited number of data. Often, in this case the data span a time ...

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 ...