Recent developments in the econometrics of financial markets using intra-day data
(1999) Bulletin of EU and US inflation and macroeconomic analysis — Vol. 57, p. 60-70 (1999)
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Bauwens, Luc 
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Bauwens, L. (1999). Recent developments in the econometrics of financial markets using intra-day data. Bulletin of EU and US inflation and macroeconomic analysis, 57, 60-70. https://hdl.handle.net/2078.5/152019 (Original work published 1999)