Before revision:  /2\pi. } In contrast, under a pure-jump model, the dependence on Y and on the separate intensities of negative and positive small jumps are already reflected in the leading term, which is of the form d_{1}t^{1/Y}.
After revision:  This extends the well known result that the leading first-order term is \sigma t^{1/2/2\pi. } In contrast, under a pure-jump model, the dependence on Y and on the separate intensities of negative and positive small jumps are already reflected in the leading term, which is of the form d_{1}t^{1/Y}.