1. Out-of-sample forecasts of quadratic variation;Aït-Sahalia;Journal of Econometrics,2008
2. Andersen, T.G., Bollerslev, T., Meddahi, N., 2006. Realized volatility forecasting and market microstructure noise. Working Paper
3. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
4. Andersen, T.G., Bollerslev, T., Diebold, F.X., Labys, P., 1999. (Understanding, optimizing, using, and forecasting) Realized volatility and correlation. Working Paper
5. Great realizations;Andersen;Risk Magazine,2000