Before revision:  Finally , we propose a simple method for describing non-stationary returns, based on a non-homogeneous normal compound Poisson process and we test this model against the empirical findings . It turns out that the model can  reproduce several stylized facts of high-frequency financial time series  .
After revision:  Finally , we propose a simple method for describing non-stationary returns, based on a non-homogeneous normal compound Poisson process and we test this model against the empirical findings and it turns out that the model can reproduce several stylized facts of high-frequency financial time series .