Ultrahigh Frequency Data Liquidity Duration Estimation: A Case Study of Chinese A Shares

<table class="table-group" id="tab4"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">Share</td><td align="center">Average volume</td><td align="center">Threshold</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left">SH600048</td><td align="center">12,742.38</td><td align="center">1,274,200</td></tr><tr><td align="left">SH600247</td><td align="center">8,447.463</td><td align="center">844,700</td></tr><tr><td align="left">SH600383</td><td align="center">14,818.45</td><td align="center">1,481,800</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Mathematical Problems in Engineering

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Table 4: Ultrahigh Frequency Data Liquidity Duration Estimation: A Case Study of Chinese A Shares 