@article{highdimensionalestimationofquadratic,
  title = {High-dimensional estimation of quadratic variation based on penalized realized variance},
  author = {Kim Christensen and Mikkel Slot Nielsen and Mark Podolskij},
  year = {2021},
  eprint = {2103.03237},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.03237v1},
}