The 21 references in paper Christopher F Baum, Paola Zerilli (2014) “Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility” / RePEc:boc:bocoec:860

1
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Andersen, Torben G., Benzoni, Luca and Lund J., An empirical investigation of continuous-time equity return models (2002), Journal of Finance 57 (3).
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6
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7
Bollerslev, T. and H. Zhou (2002), Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility, Journal of Econometrics, 109, 33-65.
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Casassus, J., Collin-Dufresne, P., (2005). Stochastic convenience yield implied from commodity futures and interest rates. Journal of Finance, Vol. 60, No. 5, 2283-2331. 14
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Hamilton James D. , (2009). Causes and Consequences of the Oil Shock of 2007-08, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 215-283
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11
Kilian, Lutz (2009) “Not All Oil Price Shocks Are Alike: Disentangling Demand nd Supply Shocks in the Crude Oil Market.” American Economic Review 99, no. 3: 1053–69.
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12
Larsson, K. and Nossman, M., (2011), Jumps and stochastic volatility in oil prices: Time series evidence, Energy Economics vol. 33, issue 3, pages 504-514.
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15
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Schwartz, E. S., Trolle, A., (2009). Unspanned stochastic volatility and the pricing of commodityderivatives. Review of Financial Studies, Vol. 22 (11): 4423-4461.
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19
Trolle, A. B., Schwartz, E. S., (2009). Unspanned stochastic volatility and the pricing of commodity derivatives. Review of Financial Studies 22, 4423-4461.
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20
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21
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