Statistical Modeling of High-Frequency Financial Data

Rama Cont. Statistical Modeling of High-Frequency Financial Data. IEEE Signal Process. Mag., 28(5):16-25, 2011. [doi]

@article{Cont11,
  title = {Statistical Modeling of High-Frequency Financial Data},
  author = {Rama Cont},
  year = {2011},
  doi = {10.1109/MSP.2011.941548},
  url = {http://dx.doi.org/10.1109/MSP.2011.941548},
  researchr = {https://researchr.org/publication/Cont11},
  cites = {0},
  citedby = {0},
  journal = {IEEE Signal Process. Mag.},
  volume = {28},
  number = {5},
  pages = {16-25},
}