@article{econhot_econhot-cited-23b588a72f83beba,
  title = {Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility},
  author = {Torben  Gustav Andersen and Tim Bollerslev and Francis X. Diebold},
  journal = {The Review of Economics and Statistics},
  year = {2007},
  volume = {89},
  number = {4},
  pages = {701-720},
  doi = {10.1162/rest.89.4.701},
  url = {https://doi.org/10.1162/rest.89.4.701}
}