References

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• 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
• 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
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• 1990Transmission of Volatility between Stock Markets1,588 cited
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• 2005A Tale of Two Time Scales1,312 cited
• 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise