衡量期权市场活动对股票市场的影响:股票和期权交易的双变量点过程模型

Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions

Journal of Financial Markets · 2008
被引 2
人大 A-ABS 3
金融经济学计量经济学衍生品市场市场微观结构