@article{whyisthevolatilityofsinglestocksso,
  title = {Why is the volatility of single stocks so much rougher than that of the S&P500?},
  author = {Othmane Zarhali and Cecilia Aubrun and Emmanuel Bacry and Jean-Philippe Bouchaud and Jean-François Muzy},
  year = {2025},
  eprint = {2505.02678},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2505.02678v2},
}