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@article{econhot_econhot-reading-23,
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@article{econhot_econhot-reading-52,
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@article{econhot_econhot-reading-53,
  title = {Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models},
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@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},
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@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},
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@article{econhot_econhot-reading-56,
  title = {CAViaR},
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  year = {2004},
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}

@article{econhot_econhot-reading-58,
  title = {Dynamic Conditional Correlation},
  author = {Robert Engle},
  journal = {Journal of Business \& Economic Statistics},
  year = {2002},
  volume = {20},
  number = {3},
  pages = {339-350},
  doi = {10.1198/073500102288618487},
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}