%0 Journal Article %1 journals/jstsp/ChristensenMG12 %A Christensen, Hugh L. %A Murphy, James K. %A Godsill, Simon J. %D 2012 %J J. Sel. Topics Signal Processing %K dblp %N 4 %P 366-380 %T Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics. %U http://dblp.uni-trier.de/db/journals/jstsp/jstsp6.html#ChristensenMG12 %V 6

@article{journals/jstsp/ChristensenMG12, added-at = {2019-12-13T00:00:00.000+0100}, author = {Christensen, Hugh L. and Murphy, James K. and Godsill, Simon J.}, biburl = {https://www.bibsonomy.org/bibtex/27bb16c32a185f7ba69988e75ef1b5f0e/dblp}, ee = {https://doi.org/10.1109/JSTSP.2012.2191532}, interhash = {fae68cc3df4afc0448bf6d5052966196}, intrahash = {7bb16c32a185f7ba69988e75ef1b5f0e}, journal = {J. Sel. Topics Signal Processing}, keywords = {dblp}, number = 4, pages = {366-380}, timestamp = {2019-12-14T11:39:25.000+0100}, title = {Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics.}, url = {http://dblp.uni-trier.de/db/journals/jstsp/jstsp6.html#ChristensenMG12}, volume = 6, year = 2012 }