@misc{yuan2023models,
  title={HAR-Ito models and high-dimensional HAR modeling for high-frequency data},
  author={Huiling Yuan and Kexin Lu and Yifeng Guo and Guodong Li},
  year={2023},
  eprint={2303.02896},
  archivePrefix={arXiv},
  primaryClass={stat.ME},
  url={https://arxiv.org/abs/2303.02896}
}