@misc{HautschPodolskij2010, author = {Nikolaus Hautsch and Mark Podolskij}, title = {Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2010,17}, number = {July 2010}, institution = {Wirtschaftswissenschaften}, series = {CFS working paper series}, number = {2010, 17}, type = {workingpaper}, pages = {57}, year = {2010}, }