基于跳跃滤波和时变参数估计的中国股市微观结构研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-6788|37|6|1393-1419

ISSN: 1000-6788

Source: 系统工程理论与实践, Vol.37, Iss.6, 2017-01, pp. : 1393-1419

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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Abstract