【摘要】 金融计量学的发展主要围绕着对价格和市场假设放宽的最优投资和定价问题展开 ,目前超高频数据分析正逐渐成为一个最新的进展方向。采用Campbell等人的计量分析框架 ,以金融市场作为研究对象 ,在一定的证券价格过程和市场假设下 ,从交易者角度研究如何进行最优投资和资产定价是一条有效的途径。更多还原

【Abstract】 The development of Financial Econometrics mainly discusses some questions about the most favourable investment and pricing on relaxation of price and market assumptions. Now ultra-high-frequency has become the latest research field. Adopting Campbell’s econometrics analysis method, aiming at researching financial market, on condition of pricing process of bonds and market assumption, in view of the dealers, the author states how to reach the most favourable investment and asset pricing is an effective method.更多还原