Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data
2013 ◽
Vol 177
(3)
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pp. 643-659
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2008 ◽
Vol 17
(5)
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pp. 838-848
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2005 ◽
Vol 353
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pp. 463-479
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2012 ◽
Vol 2012
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pp. 1-21
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2005 ◽
Vol 50
(01)
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pp. 1-8
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2011 ◽
Vol 390
(11)
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pp. 2067-2073
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