E. Galarza Melo and C. L. Fajardo Hoyos, “Volatility estimators based on high-frequency information from the share capitalization index (Colcap) in Colombia”, Semest. Econ., vol. 24, no. 56, pp. 143–166, Jul. 2021, doi: 10.22395/seec.v24n56a6.