@article{cointegrationinhighfrequencydata,
  title = {Cointegration in high frequency data},
  author = {Simon Clinet and Yoann Potiron},
  year = {2019},
  eprint = {1905.07081},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1905.07081v2},
}