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由厦门大学王亚南经济研究院（WISE）、厦门大学邹至庄经济研究中心、东北财经大学经济学院共同举办的“2017计量经济学和统计学暑期学校”将于 2017年7月3日至8日在厦门大学举办。此次暑期学校是厦门大学WISE自2005年以来第十三次举办计量经济学等领域国际性研讨会或暑期学校，旨在为全国经济类、管理类、统计类及相关学科的广大师生介绍计量经济学和统计学基础理论及最新前沿发展，获得广大学员的热烈欢迎...
Record statistics and persistence for a random walk with a drift
Record statistics persistence random walk with a drift
2012/9/14
We study the statistics of records of a one-dimensional random walk of nsteps,starting from the origin, and in presence of a constant bias c. At each time-step
the walker makes a random jump of lengt...
Record Statistics for Multiple Random Walks
Record Statistics Multiple Random Walks Statistical Finance
2012/4/28
We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each...
Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
Asymmetric statistics of order books discreteness evidence strategic order placement
2010/11/1
We show that the statistics of spreads in real order books is character-ized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the NY...