@misc{CorsiKretschmerMittniketal.2005,
  author    = {Fulvio Corsi and Uta Kretschmer and Stefan Mittnik and Christian Pigorsch},
  title     = {The volatility of realized volatility},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,33},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2005, 33},
  type      = {workingpaper},
  year        = {2005},
}