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A. Kyle, Continuous auctions and insider trading, Econometrica, 53 (6) (1985), 1315-1335.
F. Diebold, A. Inoue, Long memory and regime switching, J. Econometrics, 105 (2001), 131-159.
K. Back, Insider trading in continuous time, Rev. Financ. Stud., 5 (1992), 387-409.
S. Baruch, Insider trading and risk aversion, J. Financ. Mark., 5 (4) (2002), 451-464.
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