@article{PHAM2019, author = "MANH CUONG PHAM", title = "{Modeling Returns, Volatility, Volume, and Trade Durations using High Frequency Data}", year = "2019", month = "3", url = "https://bridges.monash.edu/articles/thesis/Modeling_Returns_Volatility_Volume_and_Trade_Durations_using_High_Frequency_Data/7471319", doi = "10.26180/5c15d36f7ebaf" }