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smicha's BibTeX entry:  

Mixtures of compound Poisson processes as models of tick-by-tick financial data

Chaos, Solitons \& Fractals, 34(1): 33--40, 2007.
Authors: Enrico Scalas
URL: http://www.sciencedirect.com/science/article/B6TJ4-4NBY8MD-1/1/2d65ee805631e4b37633a1937f38ad73
Description: Chaos, Solitons & Fractals
Tags: imported
| URL | BibTeX  
@article{Scalas2007,
title = {Mixtures of compound Poisson processes as models of tick-by-tick financial data},
author = {Enrico Scalas},
journal = {Chaos, Solitons \& Fractals},
month = {Oct},
number = {1},
pages = {33--40},
url = {http://www.sciencedirect.com/science/article/B6TJ4-4NBY8MD-1/1/2d65ee805631e4b37633a1937f38ad73},
volume = {34},
year = {2007},
description = {Chaos, Solitons & Fractals},
keywords = {imported }
}