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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Jia Li

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Preprint Sep 2026

Glivenko--Cantelli Theorems for Integrated Volatility Functionals in Pure-Jump Semimartingales with an Application to Cryptocurrency Markets

We develop a two-step procedure for estimating integrated volatility functionals, defined through the occupation measure of the latent spot volatility process, when the asset price is a pure-jump semimartingale. In the first step, block-based estimators formed from absolute powers of high-frequency increments uniformly...

Da-Chuan Chen, Jia Li, Tian Xie et al. · 0 citations

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