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smicha's BibTeX entry:  

Correlations and multi-affinity in high frequency financial datasets

Physica A: Statistical Mechanics and its Applications, 300(3-4): 551--557, 2001.
Authors: Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani
URL: http://www.sciencedirect.com/science/article/B6TVG-447D0TR-J/1/e8f1a5012fa82f0f63de777e6424bbeb
Description: Physica A
Tags: Structure function
| URL | BibTeX  
@article{Baviera2001,
title = {Correlations and multi-affinity in high frequency financial datasets},
author = {Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani},
day = {15},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Nov},
number = {3-4},
pages = {551--557},
url = {http://www.sciencedirect.com/science/article/B6TVG-447D0TR-J/1/e8f1a5012fa82f0f63de777e6424bbeb},
volume = {300},
year = {2001},
description = {Physica A},
keywords = {Structure function }
}