@article{anadaptivevolatilitymethodfor,
  title = {An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition},
  author = {Joseph de Vilmarest and Nicklas Werge},
  year = {2023},
  eprint = {2303.01855},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.01855v2},
}