Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark …@imf.au.dk
Almut E. D. Veraart ∗
CREATES, School of Economics and Management,
Aarhus University
averaart@creates.au.dk
June 7, 2009 … volatility itself.
To the best of our knowledge, the present paper is the first which contains a systematic treatment
of …