{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,3,25]],"date-time":"2024-03-25T08:36:24Z","timestamp":1711355784717},"reference-count":21,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"2","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Multiscale Model. Simul."],"published-print":{"date-parts":[[2010,1]]},"DOI":"10.1137\/090756363","type":"journal-article","created":{"date-parts":[[2009,12,9]],"date-time":"2009-12-09T23:05:35Z","timestamp":1260399935000},"page":"393-427","source":"Crossref","is-referenced-by-count":15,"title":["Frequency Domain Estimation of Integrated Volatility for It\u00f4 Processes in the Presence of Market-Microstructure Noise"],"prefix":"10.1137","volume":"8","author":[{"given":"S. C.","family":"Olhede","sequence":"first","affiliation":[]},{"given":"A. M.","family":"Sykulski","sequence":"additional","affiliation":[]},{"given":"G. A.","family":"Pavliotis","sequence":"additional","affiliation":[]}],"member":"351","reference":[{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2005.10.006"},{"key":"R3","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhi016"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1765(01)00572-9"},{"key":"R13","doi-asserted-by":"publisher","DOI":"10.1198\/016214507000001067"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.2307\/3214513"},{"key":"R17","doi-asserted-by":"crossref","first-page":"1","DOI":"10.21314\/JCF.2003.103","volume":"6","author":"Fouque J.-P.","year":"2003","journal-title":"J. Comput. Finance"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.1357\/0022240953213151"},{"key":"R20","doi-asserted-by":"publisher","DOI":"10.1002\/jae.800"},{"key":"R21","doi-asserted-by":"publisher","DOI":"10.1198\/073500106000000071"},{"key":"R22","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"R23","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/76.2.297"},{"key":"R28","first-page":"457","volume":"7","author":"Kutoyants Y. A.","year":"1998","journal-title":"Math. Methods Statist."},{"key":"R29","doi-asserted-by":"publisher","DOI":"10.1007\/s780-002-8400-6"},{"key":"R32","doi-asserted-by":"publisher","DOI":"10.1109\/18.243446"},{"key":"R34","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2009.05.003"},{"key":"R35","doi-asserted-by":"publisher","DOI":"10.1007\/s10955-007-9300-6"},{"key":"R37","doi-asserted-by":"publisher","DOI":"10.1109\/78.539051"},{"key":"R40","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660808047X"},{"key":"R46","doi-asserted-by":"publisher","DOI":"10.1007\/BF02590998"},{"key":"R47","first-page":"105","volume":"39","author":"Whittle P.","year":"1962","journal-title":"Bull. Inst. Statist. Inst."},{"key":"R48","doi-asserted-by":"publisher","DOI":"10.1198\/016214505000000169"}],"container-title":["Multiscale Modeling & Simulation"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/090756363","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,19]],"date-time":"2017-06-19T02:38:54Z","timestamp":1497839934000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/090756363"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,1]]},"references-count":21,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2010,1]]}},"alternative-id":["10.1137\/090756363"],"URL":"https:\/\/doi.org\/10.1137\/090756363","relation":{},"ISSN":["1540-3459","1540-3467"],"issn-type":[{"value":"1540-3459","type":"print"},{"value":"1540-3467","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,1]]}}}