基于跳跃滤波和时变参数估计的中国股市微观结构研究
刘志东, 黄雨婷, 刘雯宇
Microstructure analysis for Chinese stock market based on jump filtering and dynamic parameters estimation
LIU Zhidong, HUANG Yuting, LIU Wenyu
系统工程理论与实践
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2017, (6): 1393
-1419
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DOI: 10.12011/1000-6788(2017)06-1393-27
