金融高频数据分析的现状与问题研究A Study on the Present Status and Problems of Financial HighFrequency Data Analysis
常宁,徐国祥
摘要(Abstract)：
近年来,在西方国家对金融高频数据的分析已成为实业界和学术界的热点问题和难点问题。本文讨论了金融高频数据的概念和特征,分析了对高频数据分析的基本动因,阐述了金融高频数据分析已涉及的主要领域,探讨了金融高频数据分析中遇到的问题。最后,还对金融高频数据分析的发展趋势作出了展望并探讨了我国在这一领域应用研究的重点。
关键词(KeyWords)： 金融市场;证券市场;金融高频数据分析;市场微观结构
基金项目(Foundation):
作者(Author): 常宁,徐国祥
Email:
DOI: 10.16538/j.cnki.jfe.2004.03.003
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