Jan Bulla, Ingo Bulla. Stylized facts of financial time series and hidden semi-Markov models. Computational Statistics & Data Analysis, 51(4):2192-2209, 2006. [doi]
@article{BullaB06,
title = {Stylized facts of financial time series and hidden semi-Markov models},
author = {Jan Bulla and Ingo Bulla},
year = {2006},
doi = {10.1016/j.csda.2006.07.021},
url = {http://dx.doi.org/10.1016/j.csda.2006.07.021},
tags = {Markov},
researchr = {https://researchr.org/publication/BullaB06},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {4},
pages = {2192-2209},
}