kw.\*:("Central limit theorem; Continuous semimartingales; Integrated variance; Realized range-based variance; Realized variance")
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Realized range-based estimation of integrated varianceCHRISTENSEN, Kim; PODOLSKIJ, Mark.Journal of econometrics. 2007, Vol 141, Num 2, pp 323-349, issn 0304-4076, 27 p.Article