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  -