We use purely topological tools to construct several infinite families of hyperbolic links in the 3-sphere that satisfy Turaev-Viro invariant volume conjecture posed by Chen and Yang. To show our conjecture, we prove each has complement homeomorphic a fundamental shadow link. These are connected sums copies $S^2 \times S^1$ for which is known due Belletti, Detcherry, Kalfagianni, Our methods al...

Diurnal fluctuations in volatility are a well-documented stylized fact of intraday price data. This warrants an investigation how this periodicity (IP) affects both finite sample as well asymptotic properties several popular realized estimators daily integrated which based on functionals number returns. It turns out that most the considered study exhibit finite-sample bias due to IP, can howeve...

The quantum Hall effect in curved space has been the subject of many theoretical investigations past, but devising a physical system to observe this is hard. Many works have indicated that electronic excitations strained graphene realize Dirac fermions presence background pseudo-gauge field, providing an ideal playground for this. However, absence direct matching between numerical, tight-bindin...

Models which hypothesize that returns are pure jump processes with independent increments have been shown to be capable of capturing the observed variation of market prices of vanilla stock options across strike and maturity. In this paper, these models are employed to derive in closed form the prices of derivatives written on future realized quadratic variation. Alternative work on pricing der...

When estimating integrated volatilities based on high-frequency data, simplifying assumptions are usually imposed on the relationship between the observation times and the price process. In this paper, we establish a central limit theorem for the Realized Volatility in a general endogenous time setting. We ∗We are grateful to Andrew Patton and Neil Shephard, and the participants of the Stevanov...