Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
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- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2017. "Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 579-594, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda, 2019. "Development of an agent-based speculation game for higher reproducibility of financial stylized facts," Papers 1902.02040, arXiv.org.
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- Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou, 2017. "An empirical behavioural order-driven model with price limit rules," Papers 1704.04354, arXiv.org.
- repec:eee:ememar:v:38:y:2019:i:c:p:458-467 is not listed on IDEAS
- repec:eee:phsmap:v:509:y:2018:i:c:p:1152-1161 is not listed on IDEAS
- repec:eee:finlet:v:28:y:2019:i:c:p:348-354 is not listed on IDEAS
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