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مجموعه آموزشی جامع فارکس

بایگانی‌ها Engle - مرجع آموزش بازار بورس و فارکس

Engle And Lange-Predicting Vnet – A Model Of The Dynamics Of Market Depth

The paper proposes a new intraday measure of market liquidity, VNET, which directly measures the depth of the market corresponding to a particular price deterioration. VNET is constructed from the excess volume of buys or sells associated with a price movement. As this measure varies over time, it can be forecast and explained. Using NYSE […]

تاریخ : مارس 23rd, 0887