@article{applicationofhawkesvolatilityinthe,
  title = {Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures},
  author = {Kyungsub Lee},
  year = {2022},
  eprint = {2207.05939},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2207.05939v2},
}