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It is common practice in finance to estimate volatility from the sum of frequently-sampled squared returns. However, market microstructure poses challenges to this estimation approach, as evidenced by recent empirical studies in finance. I will talk briefly about the present work on how to lay out theoretical grounds that reconcile continuous-time modeling(More)
The equivalence between absorbing and reflecting barrier problems for random walks is shown to hold for stochastically monotone Markov processes. For Markov chains in continuous time this relation is expressed directly in terms of the Q-matrices of the chains. This equivalence has applications in the problems such as simulation of Markov processes. Some(More)
A synthetic DNA fragment containing primer binding sites for the quantification of ten different microbial groups was constructed and evaluated as a reliable enumeration standard for quantitative real-time PCR (qPCR) analyses. This approach has been exemplary verified for the quantification of several methanogenic orders and families in a series of samples(More)
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