@article{a3567a34382a4a868c8af71c37a9a335,
title = "Regime Shift Models as an Alternative to the Use of a 'Business Time Scale{"} for High Frequency Exchange Rate Data",
keywords = "High frequency data, Seasonal volatility, STR model of the conditional variance, High frequency data, Seasonal volatility, STR model of the conditional variance",
author = "{la Cour}, Lisbeth",
year = "1997",
language = "English",
volume = "4",
pages = "507--516",
journal = "Neural Networks",
issn = "0893-6080",
publisher = "Pergamon Press",
number = "5",
}