统计研究 ›› 2004, Vol. 21 ›› Issue (3): 54-3.

• 论文 • 上一篇    下一篇

流动性风险的模型刻划与中国股市实证分析

杨俊龙;郭兴义   

  1. 安徽大学;中国银行
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2004-03-15 发布日期:2004-03-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2004-03-15 Published:2004-03-15

Abstract: The paper forwards a new model describing liquidity risk basing on trading data during one day, and applies it to the experimental analysis of Chinese stock market.