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Continuous-Time Models, Realized Volatilities and Testable Distributional Implications for Daily Stock Returns, Journal of Applied Econometrics
Torben Andersen, Tim Bollerslev, Per H. Frederiksen, Morten O. Nielsen
Andersen, Torben, Tim Bollerslev, Per H. Frederiksen, and Morten O. Nielsen. 2010. Continuous-Time Models, Realized Volatilities and Testable Distributional Implications for Daily Stock Returns. Journal of Applied Econometrics. 25: 233-261.
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