A stock price plasticity model including high-frequency trading data is established by econometrical methods to analyze the theory of plasticity of stock price.
建立包含高频交易数据的股价塑性理论的计量经济模型。
Nonsynchronous trading is one of the hot issues in financial high frequency data processing.
不同步交易乃金融中高频数据处理的重要课题之一。
Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据,研究了流动性和交易活动之间的相关性和各自的时间序列性质。
Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据,研究了流动性和交易活动之间的相关性和各自的时间序列性质。
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