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use this tag to signal questions about books or papers on a specific topic. Please have a careful look at questions already answered on the same topic in this category.

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Worked examples of applying Ito's lemma

These are all examples on Ito Formula in its general form (with quadratic variations):
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Does heteroskedasticity of returns depend on the time frame?

This paper states that heteroskedasticity is a stylized fact in daily as well as intra-day returns: https://statistik.econ.kit.edu/download/doc_secure1/HandbookITandFinan.pdf
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