@article{anadaptiverecursivevolatilityprediction,
  title = {AdaVol: An Adaptive Recursive Volatility Prediction Method},
  author = {Nicklas Werge and Olivier Wintenberger},
  year = {2020},
  eprint = {2006.02077},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.02077v4},
}