建立包含高频交易数据的股价塑性理论的计量经济模型。
A stock price plasticity model including high-frequency trading data is established by econometrical methods to analyze the theory of plasticity of stock price.
本文使用高频数据为样本来研究异步交易现象对股票相关性的影响。
This paper USES the high frequency data as sample to study the effect of nonsynchronous on the relativity of stock.
不同步交易乃金融中高频数据处理的重要课题之一。
Nonsynchronous trading is one of the hot issues in financial high frequency data processing.
运用高频数据对中国股票市场的完全信息交易成本进行实证分析。
Based on the high frequency data, we made an empirical study on the full-information transaction costs in Chinas stock market.
结合高频数据和自回归条件持续性（ACD）模型进行的研究表明：在中国市场，自回归条件持续性模型可以成功用来衡量交易到达的强度。
Research based on combination of high frequency data with Auto-regressive Conditional Duration (ACD) Model shows that ACD model can successfully describe the intensity of bargaining arrival.
本文利用日内交易的高频分时数据，研究了流动性和交易活动之间的相关性和各自的时间序列性质。
Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文对大量股票交易的高频率数据进行了实证统计推断，描述中国证券市场微观结构特征，这一点在国内的研究中还不多。
This paper has an empirical inference of high-frequency return and describes the microstructure characteristic. It is rather rare in domestic studies.
而超高频时间序列是市场上每笔交易的实时数据，其中包含了丰富的市场信息。
And ultra high frequency time series is tick-by-tick data, which contain plenty of market information.
而超高频时间序列是市场上每笔交易的实时数据，其中包含了丰富的市场信息。
And ultra high frequency time series is tick-by-tick data, which contain plenty of market information.
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