%0 Journal Article %1 journals/cssc/ZhangB16 %A Zhang, Bo %A Bi, Tao %D 2016 %J Communications in Statistics - Simulation and Computation %K dblp %N 4 %P 1226-1239 %T Intraday Serial Correlation, Volatility, and Jump: Evidence from China's Stock Market. %U http://dblp.uni-trier.de/db/journals/cssc/cssc45.html#ZhangB16 %V 45

@article{journals/cssc/ZhangB16, added-at = {2016-05-11T00:00:00.000+0200}, author = {Zhang, Bo and Bi, Tao}, biburl = {https://www.bibsonomy.org/bibtex/26b9f3bb579c088ebfbca67ae01e26457/dblp}, ee = {http://dx.doi.org/10.1080/03610918.2013.786946}, interhash = {dd518e6b8de11e96d850ff498533fcf7}, intrahash = {6b9f3bb579c088ebfbca67ae01e26457}, journal = {Communications in Statistics - Simulation and Computation}, keywords = {dblp}, number = 4, pages = {1226-1239}, timestamp = {2016-05-12T11:36:37.000+0200}, title = {Intraday Serial Correlation, Volatility, and Jump: Evidence from China's Stock Market.}, url = {http://dblp.uni-trier.de/db/journals/cssc/cssc45.html#ZhangB16}, volume = 45, year = 2016 }