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The Statistical Arbitrage Study of CSI 500 Stock Index Futures Based on Intraday Effect
Jianwen Zhang,
Guoqiang Tang,
Qiaofen Miao,
Jingling Yang
Open J. Bus. Manag.
Vol.7 No.3, May 06, 2019
DOI:
10.4236/ojbm.2019.73075
(PDF 315K)
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Speed of Adjustment and Infraday/Intraday Volatility in the Italian Stock and Futures Markets
Pietro Gottardo
Mod. Econ.
Vol.2 No.5, November 25, 2011
DOI:
10.4236/me.2011.25082
(PDF 179K)
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Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data
Chao Yu,
Xujie Zhao,
Feng Zhang
Open J. Stat.
Vol.7 No.1, February 20, 2017
DOI:
10.4236/ojs.2017.71006
(PDF 1781K)
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Forecasting High-Frequency Long Memory Series with Long Periods Using the SARFIMA Model
Handong Li,
Xunyu Ye
Open J. Stat.
Vol.5 No.1, February 17, 2015
DOI:
10.4236/ojs.2015.51009
(PDF 1068K)
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An Entropy Approach to a Practical Limit of the Efficiencies of Developed and Multijunction Solar Cells
Salama Abdelhady
J. Electromagn. Anal. Appl.
Vol.6 No.13, November 18, 2014
DOI:
10.4236/jemaa.2014.613039
(PDF 446K)
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