@article{robustestimationofrealizedcorrelationnew,
  title = {Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas},
  author = {Peter Reinhard Hansen and Yiyao Luo},
  year = {2023},
  eprint = {2310.19992},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2310.19992v1},
}