搜索结果: 1-1 共查到“数量经济学 Asymmetric statistics of order books”相关记录1条 . 查询时间(0.068 秒)
Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
Asymmetric statistics of order books discreteness evidence strategic order placement
2010/11/1
We show that the statistics of spreads in real order books is character-ized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the NY...