roll model 1984的相關文章
Market Microstructure 3: The Roll Model (1984) - StatAlgo's ...

Market Microstructure 3: The Roll Model (1984) - StatAlgo's ...

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日期:2025-12-16
2012年10月7日 - As in Hasbrouck (2007), we continue our series on Market Microstructure with a simple theoretical model of bid/ask prices: the Roll model....看更多