@article{econhot_econhot-reading-53,
  title = {Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models},
  author = {Ole E. Barndorff-Nielsen and Neil Shephard},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  year = {2002},
  volume = {64},
  number = {2},
  pages = {253-280},
  doi = {10.1111/1467-9868.00336},
  url = {https://doi.org/10.1111/1467-9868.00336}
}

@article{econhot_econhot-reading-54,
  title = {A Tale of Two Time Scales},
  author = {Lan Zhang and Per A Mykland and Yacine Aït-Sahalia},
  journal = {Journal of the American Statistical Association},
  year = {2005},
  volume = {100},
  number = {472},
  pages = {1394-1411},
  doi = {10.1198/016214505000000169},
  url = {https://doi.org/10.1198/016214505000000169}
}

@article{econhot_econhot-reading-55,
  title = {Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise},
  author = {Ole E. Barndorff-Nielsen and Peter Reinhard Hansen and Asger Lunde and Neil Shephard},
  journal = {Econometrica},
  year = {2008},
  volume = {76},
  number = {6},
  pages = {1481-1536},
  doi = {10.3982/ecta6495},
  url = {https://doi.org/10.3982/ecta6495}
}