交易量的统计特性：不同价值量下的相关性和互信息
Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudes
摘要：
本文分析了道琼斯工业平均指数30个成分股在不同价值尺度下的成交量$v$之间的线性相关和非线性相关关系。具体来说，我们将$v$提升为某个实值$α$或$β$，这会引入小值（$ α, β<0$）或大值（$α, β>1$）的偏差。我们的研究结果表明，$v$的小值定期\emph{anti-correlated}与其他规模的交易量的值。这与所分析的30只股票的高流动性和交易量的多重分形谱的不对称形式相一致，这支持了我们提出的动态情景。
英文摘要：
In this article we analyse linear correlation and non-linear dependence of traded volume, $v$, of the 30 constituents of Dow Jones Industrial Average at different value scales. Specifically, we have raised $v$ to some real value $α$ or $β$, which introduces a bias for small ($ α, β<0$) or large ($α, β>1$) values. Our results show that small values of $v$ are regularly \emph{anti-correlated} with values at other scales of traded volume. This is consistent with the high liquidity of the 30 equities analysed and the asymmetric form of the multi-fractal spectrum for traded volume which has supported the dynamical scenario presented by us.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
