@article{volatilitydependonmarkettradesandmacro,
  title = {Volatility Depends on Market Trades and Macro Theory},
  author = {Victor Olkhov},
  year = {2020},
  eprint = {2008.07907},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2008.07907v2},
}