Bias-correcting the realized range-based variance in the presence of market microstructure noise. - Kim Christensen; Mark Podolskij; Mathias Vetter (Finance Stochastics, 2009)

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. - Kim Christensen; Mark Podolskij; Mathias Vetter (J. Multivar. Anal., 2013)