Mathematical Problems in Engineering

Research Article

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

Table 6

Whole transaction volume duration WACD (1, 1) estimate.
 ωαβγ
SH6000485.82230.53010.46651.6891
SH60024711.51551.00970.09861.2789
SH6003839.44130.64720.33991.7824