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:

Follow SCIRP
Twitter Facebook Linkedin Weibo
Contact us
+1 323-425-8868
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top