 To model volatility one needs description of the squares of trades aggregated during interval \Delta%DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.
<coherence>  To model volatility one needs description of the squares of trades aggregated during interval \Delta%DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.
 To model volatility one needs description of the squares of trades aggregated during interval %DIFDELCMD < }%%% . To describe price probability one needs all n-th statistical moments of price but that is almost impossible.