@inproceedings{jianqing2008spot,
title={Spot volatility estimation for high-frequency data},
author={Jianqing Fan, and Yazhen Wang},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113716022488883},
booktitle={Statistics and its Interface},
volume={1},
number={2},
pages={279-288},
year={2008},
}
Jianqing Fan, and Yazhen Wang. Spot volatility estimation for high-frequency data. 2008. Vol. 1. In Statistics and its Interface. pp.279-288. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113716022488883.