@article{Nolte/Xu2015,
author = {Ingmar Nolte and Qi Xu},
title = {The economic value of volatility timing with realized jumps},
journal = {Journal of Empirical Finance},
volume = {34},
pages = {45-59},
year = {2015},
doi = {http://dx.doi.org/10.1016/j.jempfin.2015.03.019},
  }