Before revision:  Moreover , scaling properties reported in the previous literature for other high-frequency financial data are approximately valid as well. 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 .
After revision:  Moreover , scaling properties reported in the previous literature for other high-frequency financial data are only approximately valid. As a consequence of the empirical analyses , 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 .