Xinwu Zhang, Yan Wang, Handong Li. The Contrast of Parametric and Nonparametric Volatility Measurement Based on Chinese Stock Market. In Jie Zhou, editor, Complex Sciences, First International Conference, Complex 2009, Shanghai, China, February 23-25, 2009. Revised Papers, Part 1. Volume 4 of Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, pages 618-627, Springer, 2009. [doi]
Abstract is missing.