1. High-frequency financial econometrics;Aït-Sahalia,2014
2. J. Akahori, N.L. Liu, Mancino, T. M. E, Mariotti, Y. Yasuda, The Fourier estimation method with positive semi-definite estimators, Working Paper, 2023.
3. Modeling and forecasting realized volatility;Andersen;Econometrica,2001
4. Fourier analysis of time series. An introduction.;Bloomfield,2000
5. Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms;Chang;SIAM J. Sci. Comput.,2020