This is a link to Cavaliere-Rahbek-Mikosch-Vilandt (2023), Comment to Engle & Russell (1988, Econometrica)
This is a link to the working paper version of Cavaliere and Georgiev (2018)
https://drive.google.com/file/d/1m_YsDePZaCb0L5naLCNG0hHTR8NRJ_QP/view?usp=sharing
