Realised quantile-based estimation of the integrated variance

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@article{6731bbf39a7f461482dd12efc5fec1a2,

title = "Realised quantile-based estimation of the integrated variance",

author = "Kim Christensen and Roel Oomen and Mark Podolskij",

year = "2010",

doi = "10.1016/j.jeconom.2010.04.008",

language = "English",

volume = "159",

pages = "74--98",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "1",

}