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Our data says that the document:

GUILLAUME , HOREL ; Peter, Hansen. (2009) Quadratic Variation by Markov Chains.
In: CREATES Research Papers. RePEc:aah:create:2009-13.

Full description at Econpapers

cites:

Russell, J. R. & Engle, R. F. (2006), `A discrete-state continuous-time model of financial transaction prices and times, Journal of Business and Economic Statistics Schweitzer, P. (1968), `Perturbation theory and finite markov chains, Journal of Applied Probability 5, 401413.

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