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I am estimating realized variance and covariance by the estimator described in this paper, and relying on Fourier Transform.

Now, as my data is one day of data in ultra high frequency, so that the estimation takes time, I sample the data every minute but still use that estimator, cutting the frequencies after 100.

I have some confusion : can you confirm that by applying that paper I am calculating the daily realized variance, and that the result should be comparable to what I find if I simply sum the squared minute returns for the day?

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