The intraday patterns of liquidity and volatility in Chinese stock markets: A comparison (EI收录) | |
Zhang, Yin[1]; Wang, Jingjie[2]; Chen, Hao[3] | |
会议名称 | WIT Transactions on Information and Communication Technologies |
会议日期 | May 7, 2013 - May 8, 2013 |
会议地点 | Wuhan, China |
关键词 | Finance Information technology |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2045580 |
专题 | 华南理工大学 |
作者单位 | 1.[1] Department of Statistics, Xiamen University, China 2.[2] GF Futures Co., Ltd, China 3.[3] School of Mathematics, Nankai University, China |
推荐引用方式 GB/T 7714 | Zhang, Yin[1],Wang, Jingjie[2],Chen, Hao[3]. The intraday patterns of liquidity and volatility in Chinese stock markets: A comparison (EI收录)[C]. 见:WIT Transactions on Information and Communication Technologies. Wuhan, China. May 7, 2013 - May 8, 2013. |
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