Jilin Zhang, Yongzeng Lai, Pei-wei Tsai. Analysis of Volatilities and Correlations for Chinese Stock Markets. J. Inf. Hiding Multim. Signal Process., 7(5):1110-1125, 2016. [doi]
@article{ZhangLT16-5,
title = {Analysis of Volatilities and Correlations for Chinese Stock Markets},
author = {Jilin Zhang and Yongzeng Lai and Pei-wei Tsai},
year = {2016},
url = {http://bit.kuas.edu.tw/~jihmsp/2016/vol7/JIH-MSP-2016-05-020.pdf},
researchr = {https://researchr.org/publication/ZhangLT16-5},
cites = {0},
citedby = {0},
journal = {J. Inf. Hiding Multim. Signal Process.},
volume = {7},
number = {5},
pages = {1110-1125},
}