%0 Journal Article %1 Bulla2006 %A Bulla, Jan %A Bulla, Ingo %D 2006 %J Computational Statistics & Data Analysis %K Daily return series %N 4 %P 2192--2209 %T Stylized facts of financial time series and hidden semi-Markov models %U http://www.sciencedirect.com/science/article/B6V8V-4KMYT06-1/1/4a694e4133ddb9070ef71fb7b462eb74 %V 51

@article{Bulla2006, added-at = {2008-04-23T14:55:19.000+0200}, author = {Bulla, Jan and Bulla, Ingo}, biburl = {https://www.bibsonomy.org/bibtex/2af08b7c326e3f569c7a2747ab3b62e3d/smicha}, day = 15, interhash = {b86f891dd806738896be4681df93b967}, intrahash = {af08b7c326e3f569c7a2747ab3b62e3d}, journal = {Computational Statistics \& Data Analysis}, keywords = {Daily return series}, month = Dec, number = 4, pages = {2192--2209}, timestamp = {2008-04-23T14:56:33.000+0200}, title = {Stylized facts of financial time series and hidden semi-Markov models}, url = {http://www.sciencedirect.com/science/article/B6V8V-4KMYT06-1/1/4a694e4133ddb9070ef71fb7b462eb74}, volume = 51, year = 2006 }