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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.
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