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1{2 "toth2009epps": [3  {4   "doi": "10.1080/14697680802595668",5   "title": "The Epps effect revisited",6   "journal": "Quantitative Finance",7   "year": 2009,8   "print_year": 2009,9   "volume": "9",10   "issue": "7",11   "page": "793-802",12   "authors": [13    [14     "Bence",15     "T\u00f3th"16    ],17    [18     "J\u00e1nos",19     "Kert\u00e9sz"20    ]21   ]22  },23  {24   "doi": "10.1002/9780470455289",25   "title": "Quantitative Finance",26   "journal": "",27   "year": 2009,28   "print_year": 2009,29   "volume": null,30   "issue": null,31   "page": null,32   "authors": [33    [34     "T. 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An Econometric Analysis of Nonsynchronous Trading",890   "journal": "A Non-Random Walk Down Wall Street",891   "year": 2011,892   "print_year": 2011,893   "volume": null,894   "issue": null,895   "page": "85-114",896   "authors": []897  }898 ],899 "bollerslev2013jump": [900  {901   "doi": "10.1016/j.jeconom.2012.08.014",902   "title": "Jump tails, extreme dependencies, and the distribution of stock returns",903   "journal": "Journal of Econometrics",904   "year": 2013,905   "print_year": 2013,906   "volume": "172",907   "issue": "2",908   "page": "307-324",909   "authors": [910    [911     "Tim",912     "Bollerslev"913    ],914    [915     "Viktor",916     "Todorov"917    ],918    [919     "Sophia Zhengzi",920     "Li"921    ]922   ]923  },924  {925   "doi": "10.1016/j.jeconom.2014.05.007",926   "title": "Time-varying jump tails",927   "journal": "Journal of Econometrics",928   "year": 2014,929   "print_year": 2014,930   "volume": "183",931   "issue": "2",932   "page": "168-180",933   "authors": [934    [935     "Tim",936     "Bollerslev"937    ],938    [939     "Viktor",940     "Todorov"941    ]942   ]943  },944  {945   "doi": "10.2139/ssrn.1589753",946   "title": "Estimation of Jump Tails",947   "journal": "",948   "year": 2010,949   "print_year": null,950   "volume": null,951   "issue": null,952   "page": null,953   "authors": [954    [955     "Tim",956     "Bollerslev"957    ],958    [959     "Viktor",960     "Todorov"961    ]962   ]963  }964 ],965 "barndorffnielsen2006econometrics": [966  {967   "doi": "10.1093/jjfinec/nbi022",968   "title": "Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation",969   "journal": "Journal of Financial Econometrics",970   "year": 2005,971   "print_year": null,972   "volume": "4",973   "issue": "1",974   "page": "1-30",975   "authors": [976    [977     "O. 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