@misc{rosenzweig2026fast,
  title={Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data},
  author={Jan Rosenzweig},
  year={2026},
  eprint={2601.11201},
  archivePrefix={arXiv},
  primaryClass={q-fin.PM},
  url={https://arxiv.org/abs/2601.11201}
}