@article{highfrequencyvolatilityestimationwith,
  title = {High-Frequency Volatility Estimation with Fast Multiple Change Points Detection},
  author = {Greeshma Balabhadra and El Mehdi Ainasse and Pawel Polak},
  year = {2023},
  eprint = {2303.10550},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.10550v3},
}