Analysis of Leverage Effect Based on High Frequency Data with Rounding Error Market Microstructure Noise

LIN Fuming, ZHOU Yong

Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (1) : 16-30.

PDF(453 KB)
中国科学院数学与系统科学研究院期刊网
PDF(453 KB)
Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (1) : 16-30. DOI: 10.12387/C2021002

Analysis of Leverage Effect Based on High Frequency Data with Rounding Error Market Microstructure Noise

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2021, 44(1): 16-30 https://doi.org/10.12387/C2021002

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(453 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉