@article{publication-9881, author={Glattfelder, James B and Dupuis, A and Olsen, RB}, doi={10.1080/14697688.2010.481632}, issn={1469-7688}, journal={Quantitative Finance}, number=4, pages={599-614}, publisher={Taylor & Francis}, title={Patterns in high-frequency FX data: discovery of 12 empirical scaling laws}, volume=11, year=2011, }