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Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
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Jan 13 2012 Benoît Sévi and César Baena
  A reassessment of the risk-return tradeoff at the daily horizon
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Jun 16 2011 Raul Matsushita and Sergio Da Silva
  A log-periodic fit for the flash crash of May 6, 2010
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Nov 08 2010 Masato Ubukata
  Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
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Oct 17 2007 Matei Demetrescu
  Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?
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