Diebold, Francis X. - 2012
management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of … 'normality', and time-varying volatility. Professor Diebold has selected seminal papers by leading academics which cover multiple …Barndorff-Nielsen, O.E. and N. Shephard (2004), "Power and Bipower Variation with Stochastic Volatility and Jumps …