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ARCH-GARCH approaches to modeling high-frequency financial data

Physica A: Statistical Mechanics and its Applications, 344(1-2): 216--220, 2004.
Authors: Boris Podobnik and Plamen Ch. Ivanov and Ivo Grosse and Kaushik Matia and H. Eugene Stanley
URL: http://www.sciencedirect.com/science/article/B6TVG-4CXKN13-D/1/2a0fd712d49fb2f9df225af271db7141
Description: Physica A
Tags: Stochastic processes
| URL | BibTeX  
@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},
description = {Physica A},
keywords = {Stochastic processes }
}