@article{vidalllaurado2026latentcontagion,
  author = {Vidal Llauradó, Joan},
  title = {Latent Volatility Contagion in Rough Volatility Models: Spectral Thresholds and Detectability},
  year = {2026},
  doi = {10.2139/ssrn.6520718},
  url = {https://doi.org/10.2139/ssrn.6520718}
}