@article{nonparametricbayesianvolatilitylearning,
  title = {Nonparametric Bayesian volatility learning under microstructure noise},
  author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
  year = {2018},
  eprint = {1805.05606},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1805.05606v2},
}