Please note that Refs 28, 39 and 42 are working papers while Ref 37 is forthcoming.

The above references should be as follows:
28 Chang P., Pienaar E., Gebbie T. Using the Epps effect to detect discrete data generating processes. Working paper: arXiv:2005.10568 [q-fin.ST]. 2020.

37 Chang P., Pienaar E., Gebbie T. Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms. To appear: SIAM Journal on Scientific Computing. 2020.

39 Chang P., Bukuru R., Gebbie T. Revisting the Epps effect using volume time averaging: An exercise in R. Working paper: arXiv:1912.02416 [q-fin.CP]. 2019.

42 Yelibi L., Gebbie T. Agglomerative Fast Super-Paramagnetic Clustering. Working paper: arXiv:1908.00951 [q-fin.CP]. 2019.