利用上海市场的分笔交易数据考察中国市场上微观结构噪音的特征。
The characteristics of microstructure noise in Chinese stock market are investigated by using tick-by-tick data of Shanghai stock market.
从投资者资产配置的角度探讨了市场微观结构噪音条件下资产均衡价格波动率估计的重要性。
The importance for estimation of asset equilibrium price volatility considering market microstructure noise is analyzed from the perspective of asset allocation.
这些（噪音）可以是穿透教室建筑结构的室外活动声、教学活动的声音以及室内产生的其它各种声响，这些声音都会因为房间的回声效果而被放大。
These levels come from outside activities that penetrate the classroom structure, from teaching activities, and other noise generated inside, which can be exacerbated by room reverberation.
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