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The relevant asymptotics are fully developed, allowing for the time span to increase as well as the sampling interval to decrease, and accommodate both stationary and nonstationary recurrent processes. We evaluate the performance of our estimators by simulation and provide some illustrative empirical analyses.<\/jats:p>","DOI":"10.1017\/s0266466620000389","type":"journal-article","created":{"date-parts":[[2020,10,8]],"date-time":"2020-10-08T07:21:26Z","timestamp":1602141686000},"page":"926-958","source":"Crossref","is-referenced-by-count":0,"title":["ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS"],"prefix":"10.1017","volume":"37","author":[{"given":"Jihyun","family":"Kim","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Joon Y.","family":"Park","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Bin","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2020,10,8]]},"reference":[{"key":"S0266466620000389_r7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2012.01.011"},{"key":"S0266466620000389_r21","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2010.04.008"},{"key":"S0266466620000389_r19","doi-asserted-by":"publisher","DOI":"10.1214\/11-AOS922"},{"key":"S0266466620000389_r3","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.t01-1-00416"},{"key":"S0266466620000389_r39","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-10061-5"},{"key":"S0266466620000389_r41","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660808047X"},{"key":"S0266466620000389_r33","unstructured":"Kim, J. & Park, J.Y. 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