%0 Book Section %B Non-Statopnary and Non-Linear Signal Extraction %D 2000 %T A modelling framework for the prices and times made on the New York stock exchange %A Rydberg, Trina H. %A Neil Shephard %B Non-Statopnary and Non-Linear Signal Extraction %7 (edited by W.J. Fitzgerald, R.L. Smith, A.T. Walden and P.C. Young) %I Issac Newton Institute Series, Cambridge University Press %C Cambridge %G eng