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Correlation between the time difference of price, Δp(t), and the time difference of the number of Total, In, Bal, and Out regular players, ΔNi(t).

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Figshare2022-08-22 更新2026-04-28 收录
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https://figshare.com/articles/dataset/Correlation_between_the_time_difference_of_price_i_p_i_i_t_i_and_the_time_difference_of_the_number_of_Total_In_Bal_and_Out_regular_players_i_N_i_sub_i_i_i_sub_i_t_i_/20534475
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k represents the lag time. For example, k = 1 means the correlation between Δp(t − 1) and ΔNi(t).
创建时间:
2022-08-22
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