@misc{saichev2012simple,
  title={A simple microstructure return model explaining microstructure noise and Epps effects},
  author={A. Saichev and D. Sornette},
  year={2012},
  eprint={1202.3915},
  archivePrefix={arXiv},
  primaryClass={q-fin.TR},
  doi={10.1142/S0129183114500120},
  url={https://arxiv.org/abs/1202.3915}
}