@unpublished{publication-17743,
	author={Petrov, Vladimir and Golub, Anton and Olsen, Richard},
	institution={University of Zurich},
	number=3243797,
	series={SSRN},
	title={Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time},
	year=2019,
}