基于状态依赖Hawkes过程的我国股市限价指令簿事件激励效应研究
刘志东, 赵致远
Research on Excitation Effect among Limit Order Book Events in Chinese Stock Market Based on State-dependent Hawkes Processes
LIU Zhi-dong, ZHAO Zhi-yuan
中国管理科学
.
2022, (2): 1
-13
.
DOI: 10.16381/j.cnki.issn1003-207x.2020.0337