搜索结果: 1-1 共查到“微观经济统计学 Bid-Ask spread”相关记录1条 . 查询时间(0.117 秒)
Response of double-auction markets to instantaneous Selling-Buying signals with stochastic Bid-Ask spread
Bid-Ask spread Response function Minority game Stochastic process Econophysics
font style='font-size:12px;'>
2010/11/9
Statistical properties of double-auction markets with Bid-Ask spread in market order are investigated through the response function. We first attempt to utilize the so-called Madhavan-Richardson-Rooma...