With the availability of high frequency financial data, nonparametric estimation of volatility of an asset return process becomes feasible. One of the main issues is concerned with separating the volatility due to continuous evolution from the volatility due to jumps. This paper argues that the separation of continuous and jump evolution is soft, in addition, large biases can occur when estimat...

Modeling and forecasting realized volatility is of paramount importance. Previous studies have examined the role of both the continuous and jump components of volatility in forecasting. This paper considers how to use index level jumps and cojumps across index constituents for forecasting index level volatility. In combination with the magnitude of past index jumps, the intensity of both index ...

Increasing evidence points to a dynamical compartmentalization of the cell nucleus, yet the mechanisms by which interphase chromatin moves and is positioned within nuclei remain unclear. Here, we study the dynamics of chromatin in vivo applying a novel particle-tracking method in a two-photon microscope that provides approximately 10-fold higher spatial and temporal resolutions than previous me...

The purpose of this study was to collect normative data on and to assess the clinical usefulness of scales designed to measure the quality of children's ability to perform three bilateral motor coordination tasks: jumping jacks, symmetrical stride jumps, and reciprocal stride jumps. One hundred children, aged 5 to 9 years, were tested according to the scales developed for this study. Results in...