%0 Journal Article %1 Podobnik2004 %A Podobnik, Boris %A Ivanov, Plamen Ch. %A Grosse, Ivo %A Matia, Kaushik %A Stanley, H. Eugene %D 2004 %J Physica A: Statistical Mechanics and its Applications %K Stochastic processes %N 1-2 %P 216--220 %T ARCH-GARCH approaches to modeling high-frequency financial data %U http://www.sciencedirect.com/science/article/B6TVG-4CXKN13-D/1/2a0fd712d49fb2f9df225af271db7141 %V 344

@article{Podobnik2004, added-at = {2008-04-22T10:36:30.000+0200}, author = {Podobnik, Boris and Ivanov, Plamen Ch. and Grosse, Ivo and Matia, Kaushik and Stanley, H. Eugene}, biburl = {https://www.bibsonomy.org/bibtex/272062494b407412712dcfab4ec340387/smicha}, day = 01, description = {Physica A}, interhash = {4debb57d6b8259a2983e35ccb362bb5a}, intrahash = {72062494b407412712dcfab4ec340387}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Stochastic processes}, month = Dec, number = {1-2}, pages = {216--220}, timestamp = {2008-04-22T10:59:02.000+0200}, title = {ARCH-GARCH approaches to modeling high-frequency financial data}, url = {http://www.sciencedirect.com/science/article/B6TVG-4CXKN13-D/1/2a0fd712d49fb2f9df225af271db7141}, volume = 344, year = 2004 }