中国科学院数学与系统科学研究院期刊网
A QUANTITATIVE MODEL FOR INTRADAY STOCK PRICE CHANGES BASED ON ORDER FLOWS
LI Meng ,HUI Xiaofeng , ENDO Misao , KISHIMOTO Kazuo
A QUANTITATIVE MODEL FOR INTRADAY STOCK PRICE CHANGES BASED ON ORDER FLOWS
LI Meng ,HUI Xiaofeng , ENDO Misao , KISHIMOTO Kazuo
Journal of Systems Science and Complexity . 2014, (1): 208 -224 .  DOI: 10.1007/s11424-014-3300-9