@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} }