日内跳跃与交易量:一个非线性Tobit模型
Intraday jumps and trading volume: a nonlinear Tobit specification
Review of Quantitative Finance and Accounting · 2015
被引 10
ABS 3
- Fredj Jawadi 通讯
- Waël Louhichi
- Abdoulkarim Idi Cheffou
- Rivo Randrianarivony
金融经济学计量经济学波动率建模市场微观结构