@article{Podobnik2004, title = {ARCH-GARCH approaches to modeling high-frequency financial data}, author = {Boris Podobnik and Plamen Ch. Ivanov and Ivo Grosse and Kaushik Matia and H. Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {1-2}, pages = {216--220}, url = {http://www.sciencedirect.com/science/article/B6TVG-4CXKN13-D/1/2a0fd712d49fb2f9df225af271db7141}, volume = {344}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/272062494b407412712dcfab4ec340387/smicha}, description = {Physica A}, keywords = {Stochastic processes } }