基于VWAP的价格冲击成本估计及其影响因素研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1004-6062|volume|3|129-133

ISSN: 1004-6062

Source: 管理工程学报, Vol.volume, Iss.3, 2016-01, pp. : 129-133

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Abstract