@article{Shiyun1999,
	title = {A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains},
	author = {Wang Shiyun and Lim Kian Guan and Carolyn Chang},
	journal = {Journal of International Financial Markets, Institutions and Money},
	month = {Aug},
	number = {3},
	pages = {247--265},
	url = {http://www.sciencedirect.com/science/article/B6VGT-3WXP30D-3/1/1a988f1bab124eaeabf5427de5d6bf60},
	volume = {9},
	year = {1999},
	biburl = {http://www.bibsonomy.org/bibtex/2f15b219a276d58d4ed411cbc02851dfa/smicha},
	keywords = {Markov chains }
}