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{\textbf{Volatility Analysis for High Frequency Financial Data}}
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{\textbf{ Zhijian Wu}}\vskip .25in

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Measuring and modeling financial volatility are key steps for
derivative pricing and risk management. In this talk, by
generalizing the Ito's isometry, we study the convergence speed of
the realized volatilities. As an example, we apply our results to
analyze the high-frequency data of the Bank of America's stock
prices.

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