Article citationsMore>>

Zhou, J., Gu, G.F., Jiang, Z.Q., Xiong, X., Zhang, W. and Zhou, W.X. (2016) Computational Experiments Successfully Predict the Emergence of Auto-Correlations in Ultra-High-Frequency Stock Returns. Computational Economics. (In Press)

has been cited by the following article:

SCIRP Newsletter
Copyright © 2006-2026 Scientific Research Publishing Inc. All Rights Reserved.
Top