TY  - JOUR
TI  - Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
AU  - Ole E. Barndorff-Nielsen
AU  - Neil Shephard
JO  - Journal of the Royal Statistical Society Series B: Statistical Methodology
PY  - 2002
VL  - 64
IS  - 2
DO  - 10.1111/1467-9868.00336
UR  - https://doi.org/10.1111/1467-9868.00336
ER  -


TY  - JOUR
TI  - A Tale of Two Time Scales
AU  - Lan Zhang
AU  - Per A Mykland
AU  - Yacine Aït-Sahalia
JO  - Journal of the American Statistical Association
PY  - 2005
VL  - 100
IS  - 472
DO  - 10.1198/016214505000000169
UR  - https://doi.org/10.1198/016214505000000169
ER  -


TY  - JOUR
TI  - Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
AU  - Ole E. Barndorff-Nielsen
AU  - Peter Reinhard Hansen
AU  - Asger Lunde
AU  - Neil Shephard
JO  - Econometrica
PY  - 2008
VL  - 76
IS  - 6
DO  - 10.3982/ecta6495
UR  - https://doi.org/10.3982/ecta6495
ER  -