Models of Asset Returns: Changes of Pattern form High Frequency to Low Frequency

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@article{edb663c39e0b40fb8913b661dc763ed7,

title = "Models of Asset Returns: Changes of Pattern form High Frequency to Low Frequency",

author = "J. T{\"o}yli and M. Sysi-Aho and K. Kaski",

year = "2004",

language = "English",

volume = "4",

pages = "373--382",

journal = "Quantitative Finance",

issn = "1469-7696",

publisher = "Taylor \& Francis",

}