Diebold, Francis X. - 2012
Series Analysis: Theory and Practice, I, North-Holland. -- Taylor, S.J. (2007), Asset Price Dynamics, Volatility, and … '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 …