@misc{AndersenBollerslevDiebold2003,
  author    = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold},
  title     = {Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2003,35},
  number    = {This Version: September 2003},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2003, 35},
  type      = {workingpaper},
  pages     = {42},
  year        = {2003},
}