BibTex format
@article{Cont:2011:10.1109/MSP.2011.941548,
author = {Cont, R},
doi = {10.1109/MSP.2011.941548},
journal = {IEEE Signal Processing Magazine},
pages = {16--25},
title = {Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges},
url = {http://dx.doi.org/10.1109/MSP.2011.941548},
volume = {28},
year = {2011}
}