橱柜
发表于 2025-3-21 16:40:35
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刚开始
发表于 2025-3-21 22:25:46
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加剧
发表于 2025-3-22 01:42:51
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反馈
发表于 2025-3-22 04:58:29
J. F. R. Kerr,B. V. Harmon,J. Searlecial exchanges such as the NYSE, the NASDAQ, the Paris Bourse and the FOREX (currency trading). While the list of well-known and important financial exchanges is certainly not limited to these four places, these four markets provide a comprehensive collection of trading mechanisms, most of which are used in other financial centers as well.
打包
发表于 2025-3-22 09:56:27
https://doi.org/10.1007/978-3-7091-6384-9y with the irregularly time-spaced data and thus use duration models, or joint models for durations and associated marks (such as the return over the duration). This approach fits well with the literature on market microstructure, which stresses the importance of the times between market events, since they supposedly convey important information.
FLAG
发表于 2025-3-22 13:41:43
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FLAG
发表于 2025-3-22 18:14:55
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凹室
发表于 2025-3-22 23:47:06
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Budget
发表于 2025-3-23 02:04:33
J. F. R. Kerr,B. V. Harmon,J. Searlecial exchanges such as the NYSE, the NASDAQ, the Paris Bourse and the FOREX (currency trading). While the list of well-known and important financial exchanges is certainly not limited to these four places, these four markets provide a comprehensive collection of trading mechanisms, most of which are
湿润
发表于 2025-3-23 05:38:35
Ellen Schmidt,Friedrich Werner Schmidtanges As stated in the introduction, our empirical work focuses on tick-by-tick data for stocks traded on the NYSE. In this chapter, we start by describing the intraday database that is available from this exchange (see Section 2). The Trade And Quote database, also called TAQ database, provides int