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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Vetter, Mathias, (2004)
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
Vetter, Mathias, (2006)
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise
Christensen, Kim, (2006)