Media type: E-Article Title: From Tick Data to Semimartingales Contributor: Ait-Sahalia, Yacine; Jacod, Jean M. Published: Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017) Language: English DOI: 10.2139/ssrn.3049113 ISSN: 1556-5068 Origination: Footnote: