A rapidly growing literature has documented important improvements in volatility measurement and forecasting … provides a practical framework for non-parametrically measuring the jump component in realized volatility measurements … an easy-to-implement reduced form model for realized volatility results in highly significant jump coefficient estimates …

volatility, jumps, and leverage effects to satisfactorily describe the daily stock price dynamics. -- Return distributions … ; continuous-time models ; mixture-of-distributions hypothesis ; financial-time sampling ; high-frequency data ; volatility … signature plots ; realized volatilities ; jumps ; leverage and volatility feedback effects …