%0 Journal Article %1 journals/asc/PengKTXQC15 %A Peng, Hui %A Kitagawa, Genshiro %A Tamura, Yoshiyasu %A Xi, Yanhui %A Qin, Yemei %A Chen, Xiaohong %D 2015 %J Appl. Soft Comput. %K dblp %P 40-51 %T A modeling approach to financial time series based on market microstructure model with jumps. %U http://dblp.uni-trier.de/db/journals/asc/asc29.html#PengKTXQC15 %V 29

@article{journals/asc/PengKTXQC15, added-at = {2018-07-02T00:00:00.000+0200}, author = {Peng, Hui and Kitagawa, Genshiro and Tamura, Yoshiyasu and Xi, Yanhui and Qin, Yemei and Chen, Xiaohong}, biburl = {https://www.bibsonomy.org/bibtex/29a6e01779f3f19a2ebb32762fa5f3c9f/dblp}, ee = {https://doi.org/10.1016/j.asoc.2014.10.048}, interhash = {a7b277e2dac374ba181f7af15ff903e4}, intrahash = {9a6e01779f3f19a2ebb32762fa5f3c9f}, journal = {Appl. Soft Comput.}, keywords = {dblp}, pages = {40-51}, timestamp = {2018-07-03T11:38:25.000+0200}, title = {A modeling approach to financial time series based on market microstructure model with jumps.}, url = {http://dblp.uni-trier.de/db/journals/asc/asc29.html#PengKTXQC15}, volume = 29, year = 2015 }