//-->
Some reflections on analysis of high-frequency data
Andersen, Torben, (2000)
Power and bipower variation with stochastic volatility and jumps : discussion
Andersen, Torben, (2004)
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Andersen, Torben G., (2003)