Econometrics of co-jumps in high-frequency data with noise

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Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence (2014, methodology): “From a methodological point of view, an extension to disentangle jumps and continuous components using a truncation technique as in Bibinger and Winkelmann (2015) appears feasible.”
Systemic Co-Jumps (2017, unknown): “Finally, Bibinger and Winkelmann (2015) develop a co-jump test using spectral methods.”