"when [MATH] , the characteristic function of [MATH] is explicitly given ( see and ) by [MATH] and , in that case , ( see ( 25.6 ) in ) , [MATH] interestingly enough , under the presence of a continuous component , the first-order asymptotic term carries over information only on the continuous-time volatility , in sharp contrast with the pure-jump case where the leading term depends on the overall jumps-intensity parameter [MATH] and the index [MATH] , which in turn controls the tail-heaviness of the distributions .",

ray ban frames for sale orr5"when [MATH] and [MATH] , the characteristic function of [MATH] is explicitly given ( see and ) by [MATH] in that case , ( see ( 25.6 ) in ) , [MATH] interestingly enough , under the presence of a continuous component , the first-order asymptotic term only reflects information on the continuous-time volatility , in sharp contrast with the pure-jump case where the leading term depends on the overall jumps-intensity parameter [MATH] and the index [MATH] , which in turn controls the tail-heaviness of the distributions ."