document.write("
"); document.write("
Chong,\ C.H.*\ ; Delerue,\ T.\ ; Li,\ G.*
"); document.write("
When frictions are fractional: Rough noise in high-frequency data.
"); document.write("
J. Am. Stat. Assoc. 120, 1531-1544 (2025)
"); document.write("
");