Authors: Brownlees, Christian Naulart, Eulàlia Sun, Yucheng

Citation: Brownlees, Christian et al., Realized networks, Journal of applied econometrics , 33(7), 2018, pp. 986-1006

Authors: Brownlees, Christian Nualart, Eulalia Sun, Yucheng

Citation: Brownlees, Christian et al., On the estimation of integrated volatility in the presence of jumps and microstructure noise, Econometric reviews , 39(10), 2020, pp. 991-1013