著者名,論文名,雑誌名,ISSN,出版者名,出版日付,巻,号,ページ,URL,URL(DOI)
Bing-Yi Jing and Xin-Bing Kong and Zhi Liu,Modeling high-frequency financial data by pure jump processes,The Annals of Statistics,0090-5364,Institute of Mathematical Statistics,2012-04-01,40,2,759,https://cir.nii.ac.jp/crid/1360292620593832960,https://doi.org/10.1214/12-aos977