@article{econhot_econhot-cited-d823c163a2b71072,
  title = {Realized Variance and Market Microstructure Noise},
  author = {Peter Reinhard Hansen and Asger Lunde},
  journal = {Journal of Business and Economic Statistics},
  year = {2006},
  volume = {24},
  number = {2},
  pages = {127-161},
  doi = {10.1198/073500106000000071},
  url = {https://doi.org/10.1198/073500106000000071}
}