统计研究 ›› 2002, Vol. 19 ›› Issue (11): 28-31.

• 论文 • 上一篇    下一篇

(超)高频数据分析与建模

郭兴义等   

  • 出版日期:2002-11-15 发布日期:2011-09-29

The Analysis of Super or High Frequency Data and the Construction of Relevant Model

GUO Xing-Yi etc   

  • Online:2002-11-15 Published:2011-09-29

Abstract: High-frequency data analysis is a new research field in financial economics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and importance in Chinese financial market.