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Journal description
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Details for article 3 of 8 found articles
| Title: |
Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns |
| Author: |
Zhou, Jian Gu, Gao-Feng Jiang, Zhi-Qiang Xiong, Xiong Chen, Wei Zhang, Wei Zhou, Wei-Xing |
| Appeared in: |
Computational economics |
| Paging: | Volume 50 (2016) nr. 4 pages 579-594 |
| Year: |
2016 |
| Contents: | |
| Publisher: |
Springer US, New York |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 8 found articles
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