Modeling opening price spread of Shanghai Composite Index based on ARIMA-GRU/LSTM hybrid model
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DOI: 10.1371/journal.pone.0299164
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- Yuancheng Si & Saralees Nadarajah, 2025. "Price Gap Anomaly: Empirical Study of Opening Price Gaps and Price Disparities in Chinese Stock Indices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(2), pages 525-561, June.
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