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.
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