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Testing normality: a GMM approach, and . Journal of Econometrics, 124 (1): 149--186 (January 2005)Temporal aggregation of volatility models, and . Journal of Econometrics, 119 (2): 355--379 (April 2004)GARCH and irregularly spaced data, , and . Economics Letters, 90 (2): 200--204 (February 2006)Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities, , and . Econometrica, 73 (1): 279--296 (Jan 1, 2005)doi: 10.1111/j.1468-0262.2005.00572.x.ANALYTICAL EVALUATION OF VOLATILITY FORECASTS*, , and . International Economic Review, 45 (4): 1079--1110 (306 11 2004)doi: 10.1111/j.0020-6598.2004.00298.x.