@article{publication-17734, author={Petrov, Vladimir and Golub, Anton and Olsen, Richard}, doi={10.3390/jrfm12020054}, issn={1911-8074}, journal={Journal of Risk and Financial Management}, number=2, pages={54-54}, publisher={MDPI Publishing}, title={Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time}, volume=12, year=2019, }