Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, YanHui Xi, Yemei Qin, Xiaohong Chen. A modeling approach to financial time series based on market microstructure model with jumps. Appl. Soft Comput., 29:40-51, 2015. [doi]
@article{PengKTXQC15,
title = {A modeling approach to financial time series based on market microstructure model with jumps},
author = {Hui Peng and Genshiro Kitagawa and Yoshiyasu Tamura and YanHui Xi and Yemei Qin and Xiaohong Chen},
year = {2015},
doi = {10.1016/j.asoc.2014.10.048},
url = {http://dx.doi.org/10.1016/j.asoc.2014.10.048},
researchr = {https://researchr.org/publication/PengKTXQC15},
cites = {0},
citedby = {0},
journal = {Appl. Soft Comput.},
volume = {29},
pages = {40-51},
}