横截面与多层次订单流不平衡的信息含量:一种贝叶斯方法

Information Content of Cross-Sectional and Multilevel Order Flow Imbalances: A Bayesian Approach

Annals of Operations Research · 2023
被引 3
ABS 3
金融市场微观结构订单流贝叶斯计量经济学资产定价