@software{shota_gugushvili_2022_6801410,
	author       = {{Gugushvili, Shota and
	van der Meulen, Frank and
	Schauer, Moritz and Spreij, Peter}},
	title        = {{Julia code for nonparametric Bayesian volatility 
	learning under microstructure noise}},
	month        = {jul},
	year         = {2022},
	publisher    = {Zenodo},
	doi          = {10.5281/zenodo.6801410},
	url          = {https://doi.org/10.5281/zenodo.6801410}
}

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