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(超)高频数据分析与建模 被引量：22

The Analysis of Super or High Frequency Data and the Construction of Relevant Model
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摘要 High-frequency data analysis is a new research field in financial econometrics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and importance in Chinese financial market. High-frequency data analysis is a new research field in financial econometrics. This paper reviews main results about empirical market and econometric modeling of high-frequency data, and argues about its prospect and importance in Chinese financial market.
作者 郭兴义 杜本峰 何龙灿
机构地区 中国人民大学
出处 《统计研究》 CSSCI 北大核心 2002年第11期28-31,共4页 Statistical Research
关键词 建模 高频数据 实证金融 离散取值 ACD 金融市场 计量模型
分类号 F830.9 [经济管理—金融学] F224.0 [经济管理—国民经济]
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参考文献17

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同被引文献200

引证文献22

二级引证文献74

统计研究
2002年 第11期

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