期刊文献+

基于已实现波动率的A股市场波动率与交易量关系分析

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摘要 波动率的重要性与其不可观测性使之成为了学术界关注的焦点,其中更加关注价格波动与资产交易量间的协同关系问题。文章将利用A股市场的高频数据,通过建立数学模型,估算股票价格波动与交易量间的动态关系,探讨两者之间的相互作用模式。
作者 刘深
出处 《经济与社会发展》 2014年第6期13-19,共7页 Economic and Social Development
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