Long memory of China futures markers volatility for high-frequency time series

PANG Shu-juan;LIU Xiang-li;WANG Shou-yang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (6) : 1039-1044.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (6) : 1039-1044. DOI: 10.12011/1000-6788(2011)6-1039
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Long memory of China futures markers volatility for high-frequency time series

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