Power variation and stochastic volatility: a review and some new results

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Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005, unknown): “Some discussion of this in the connected realised power variation case is given in Barndorff-Nielsen, Graversen, and Shephard (2004) where the very limited known theoretical results are outlined.”
Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities (2005, background): “setting; see also Barndor-Nielsen, Graversen and Shephard (2003) .”
Power and bipower variation with stochastic volatility and jumps (2003, methodology): “Unlike the QV case, power variation is at least initially (see Barndorff-Nielsen and Shephard (2003c) and Barndorff-Nielsen, Graversen, and Shephard (2003) for a discussion of the more general case) defined via an equally spaced discretisation of time.”
Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets (2016, methodology): “We analyze the question of statistical significance by implementing the test of Giacomini and White (2006), hereafter GW.”
BOOTSTRAPPING REALIZED VOLATILITY (2009, background): “An immediate consequence of (18) is that under constant volatility the error of the bootstrap approximation is of order oP (√ h ) .”