1. Analyzing the spectrum of asset returns: jump and volatility components in high frequency data;Aït-Sahalia;J. Econ. Lit.,2012
2. Realised kernels in practice: trades and quotes;Barndorff-Nielsen;Econ. J.,2009
3. Will increased regulation of stock index futures reduce stock market volatility;Becketti;Econ. Rev.,1990
4. Futures-trading activity and stock price volatility;Bessembinder;J. Financ.,1992
5. The introduction of bitcoin futures: an examination of volatility and potential spillover effects;Blau;Econ. Bull.,2019