@inbook {109696,
	title = {Variation, jumps and high frequency data in financial econometrics},
	booktitle = {Advances in Economics and Econometrics. Theory and Applications, Nineth World Congress},
	year = {2007},
	pages = {328-372},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	edition = {(edited by Richard Blundell, Persson Torsten and Whitney K Newey)},
	author = {Barndorff-Nielsen, Ole E. and Neil Shephard}
}
