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Christensen K., 2006. Range-Based Estimation of Quadratic Variation
Corradi V., 2006. Predictive Inference for Integrated Volatility
Dacorogna M., 2001. An Introduction to High-Frequency Finance
Granger C. W. J., 2004. Occasional Structural Breaks and Long Memory
Large J., 2006. Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment
Malmsten H., 2004. Stylized Facts of Financial Time Series and Three Popular Models of Volatility
Meddahi N., 2001. An Eigenfunction Approach for Volatility Modeling
Scharth M., 2006. Asymmetric Effects and Long Memory in the Volatility of DJIA Stocks
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