Study on Shanghai stock market with ACD model based on MCMC

@article{Wang2011StudyOS,
  title={Study on Shanghai stock market with ACD model based on MCMC},
  author={Yanan Wang and Qizong Wu and Chunsheng Cui},
  journal={Proceedings of 2011 International Conference on Electronic & Mechanical Engineering and Information Technology},
  year={2011},
  volume={4},
  pages={1810-1813}
}
In the stock exchange, the trade duration reflect the important information about market exchange. So it has great effects on the bargainer's behaviors and the liquidity of the stock market exchange. For testing the infection of the trade duration in the stock exchange, the paper chooses two stocks in Shanghai Stock Exchange to study their trade duration… CONTINUE READING