Diebold, Francis X. - 2012
'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 … generalized ARCH model," The Review of Economics and Statistics, 498-505. -- Brownlees, C. and R.F. Engle (2011), "Volatility …