@data{jae.2022319.1307448790, author = {Andersen, Torben G. and Bollerslev, Tim and Frederiksen, Per and Nielsen, Morten Ørregaard}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {continuoustime-models-realized-volatilities-and-testable-distributional-implications-for-daily-stoc}, year = {2010}, version = {1}, url = {https://journaldata.zbw.eu/dataset/continuoustime-models-realized-volatilities-and-testable-distributional-implications-for-daily-stoc}, doi = "10.15456/jae.2022319.1307448790" }