Citation:Barndorff-Nielsen, Ole E., and Neil Shephard. 2004. “Power and bipower variation with stochastic volatility and jumps.” (with discussion) Journal of Financial Econometrics 2: 1-48.Download CitationBibTex Tagged XML Download Upload paper764 KB Notes:Reprinted in "Financial Risk Measurement and Management" (editor Frank X. Diebold), in Edward Elgar Publishers, 2012.Last updated on 01/08/2020