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Our data says that the document:
Torben, Andersen ; Francis, Diebold ; Tim, Bollerslev. (2005) Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility.
In: NBER Working Papers. RePEc:nbr:nberwo:11775.
Full description at Econpapers
cites:
Barndorff-Nielsen, O.E. and N. Shephard (2004a), Power and Bipower Variation with Stochastic Volatility and Jumps, Journal of Financial Econometrics, 2, 1-37.
but, as far as we know, such cited document is not available on RePEc.
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