Barndorff-Nielsen, Ole E., Bent Nielsen, Carla Ysusi, and Neil Shephard. 2004. “Measuring and forecasting financial variability using realised variance with and without a model.” State Space and Unobserved Component Models: Theory and Applications. Proceedings of a Conference in Honour of James Durbin, (edited by Andrew C. Harvey, Siem Jan Koopman and Neil Shephard), 205-235. Cambridge University Press.