鄙视金钱贴
求各位大虾帮忙找以下文章,感激涕零:
Engle,R. F.,and Russell,J .R.,1998 .Autoregressive conditional duration:A new model for irregular spaced transaction data . Econometrica 66( 5) :1127一1162.
Ann .N.,BAE .F.,and Chan .R.,2001,Limit Orders, Depth,and Volatility :Evidence from the Stock Exchange of Hong Kong,J .of Fin.,VLV[(2) ,P767一788.
Dacorogna .M.,Gauvreau .C.,Mulle r.U.,Olsen.R. and Pictat .O.,1998,Modeling Short-Term Volatility with GARCH and HARCH models,in Dunis(ed) Nonlinear Models of HF Financial Time Series.