1. A theory of intraday patterns: Volume and price variability;Admati;The Review of Financial Studies,1988
2. Long memory processes and fractional integration in econometrics;Baillie;Journal of Econometrics,1996
3. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974
4. Optimal Multiresolution Decomposition of Financial Time-Series;Bjorn,1994
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986