Xiaofeng Zhang, Jun Du. Empirical Analysis of GARCH Effect for Mixed Jump of Shanghai Security Index. In Shouyang Wang, Lean Yu, Fenghua Wen, Shaoyi He, Yong Fang, K. K. Lai, editors, Business Intelligence: Artificial Intelligence in Business, Industry and Engineering, Proceedings of the Second International Conference on Business Intelligence and Financial Engineering, BIFE 2009, Beijing, China, 24-26 July 2009. pages 794-798, IEEE Computer Society, 2009. [doi]
Abstract is missing.