中国股市高频数据中的周期性和长记忆性

陶利斌;方兆本;潘婉彬

The Intraday Periodicity and Long-memory Characters in High-frequency Data of China Stock Market

Li Bin TAO;Zhao Ben FANG;Wan Bin PAN

系统工程理论与实践 . 2004, (6): 26 -32 . DOI: 10.12011/1000-6788(2004)6-26