References

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• 2003Limit Theorems for Stochastic Processes2,529 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
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• 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise1,232 cited
• 2006Realized Variance and Market Microstructure Noise1,164 cited