The availability of high-frequency intraday data allows us to accurately estimate stock volatility. This paper employs a bivariate diffusion to model the price and volatility of an asset and investigates kernel type estimators of spot volatility based on high-frequency return data. We establish both pointwise and global asymptotic distributions for the estimators.

It is argued that every Calabi-Yau manifold <i>X</i> with a mirror <i>Y</i> admits a family of supersymmetric toroidal 3-cycles. Moreover the moduli space of such cycles together with their flat connections is precisely the space <i>Y</i>. The mirror transformation is equivalent to <i>T</i>-duality on the 3-cycles. The geometry of moduli space is addressed in a general framework. Several examples are discussed.

Let e be an arbitrary even nilpotent element in the general linear Lie super- algebra glM|N and let We be the associated finite W-superalgebra. Let Ym|n be the super Yangian associated to the Lie superalgebra glm|n. A subalgebra of Ym|n, called the shifted super Yangian and denoted by Ym|n(σ), is defined and studied. Moreover, an explicit iso- morphism between We and a quotient of Ym|n(σ) is established.

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