Cite
HARVARD Citation
Zhang, B. et al. (2016). Intraday Serial Correlation, Volatility, and Jump: Evidence from China's Stock Market. Communications in statistics. 45 (4), pp. 1226-1239. [Online].
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Zhang, B. et al. (2016). Intraday Serial Correlation, Volatility, and Jump: Evidence from China's Stock Market. Communications in statistics. 45 (4), pp. 1226-1239. [Online].