Titlebook: Discretization of Processes; Jean Jacod,Philip Protter Book 2012 Springer-Verlag Berlin Heidelberg 2012 60F05, 60G44, 60H10, 60H35, 60J75,

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Minu Agarwal,Swetha AB,Atisha Jainy and for the detection of jumps of the process .. Using functions of several increments (and in particular multipower variations) allows one to estimate the integrated volatility even when the process . has jumps.

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Catherine O. Ryan,William D. Browningtself) is asymptotically a white noise..Applications to the estimation of the integrated volatility are given in Sect.?13.4; in particular a thorough comparison between the methods based on multipower variations and those based on downward truncated functionals is presented.