@data{jae.2022314.1310430567, author = {Barndorff-Nielsen, Ole E. and Shephard, Neil}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {estimating-quadratic-variation-using-realized-variance}, year = {2002}, version = {1}, url = {https://journaldata.zbw.eu/dataset/estimating-quadratic-variation-using-realized-variance}, doi = "10.15456/jae.2022314.1310430567" }