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},
}