@book{publication-5956,
	address={San Diego, USA},
	author={Gençay, Ramazan and M{\"u}ller, Ulrich A and Dacorogna, Michel and Olsen, Richard and Pictet, Olivier},
	doi={10.1016/B978-0-12-279671-5.X5000-X},
	isbn={978-0-12-279671-5},
	pages=383,
	publisher={Academic Press},
	title={An Introduction to High-Frequency Finance},
	year=2009,
}