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

Li Bin TAO;Zhao Ben FANG;Wan Bin PAN

Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (6) : 26-32.

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Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (6) : 26-32. DOI: 10.12011/1000-6788(2004)6-26
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The Intraday Periodicity and Long-memory Characters in High-frequency Data of China Stock Market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2004, 24(6): 26-32 https://doi.org/10.12011/1000-6788(2004)6-26

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