Nonparametric realized volatility estimation in the international equity markets

► Realized volatility properties of the French, German and U.S. spot equity markets ► Realized volatility (RV) estimation: sparse-, optimal- and sub-sampling ► RV estimation: moving average and Bartlett kernel autocovariances ► Empirical analysis of jumps: frequency, dependence, autocorrelation & duration ► In-sample modeling jumps and heterogeneity