"Multipower Variation and Stochastic Volatility"
	
	
Ole E. Barndorff-Nielsen
Department of Mathematical Sciences,
University of Aarhus, Ny Munkegade, DK-8000 Aarhus C, Denmark

and

Neil Shephard
Nuffield College, Oxford OX1 1NF, UK.
		
Abstract: In this brief note we review some of our recent results on the use of high frequency
financial data to estimate objects like integrated variance in stochastic volatility models.
Interesting issues include multipower variation, jumps and market microstructure effects.