@article{microfoundinggarchmodelsandbeyondakyle,
  title = {Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents},
  author = {Michele Vodret and Iacopo Mastromatteo and Bence Toth and Michael Benzaquen},
  year = {2022},
  eprint = {2206.06764},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2206.06764v1},
}