Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns
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Wei Zhang | Xiong Xiong | Jian Zhou | Wei Chen | Zhi-Qiang Jiang | Wei-Xing Zhou | Gao-Feng Gu | Wei Zhang | Zhi-Qiang Jiang | Wei‐Xing Zhou | Wei Chen | Xiong Xiong | Jian Zhou | Gao-Feng Gu
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