Asymptotic comparison of three spread estimators based on Roll's model (Q2159623): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.physa.2019.03.044 / rank | |||
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| Property / OpenAlex ID: W2923671869 / rank | |||
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| Property / cites work: What Are the Best Liquidity Proxies for Global Research?* / rank | |||
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| Property / cites work: The Asymptotic Distribution of the Range of Sums of Independent Random Variables / rank | |||
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| Property / Wikidata QID: Q128175773 / rank | |||
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Latest revision as of 22:37, 14 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic comparison of three spread estimators based on Roll's model |
scientific article |
Statements
Asymptotic comparison of three spread estimators based on Roll's model (English)
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2 August 2022
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asymptotic property
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bid-ask spread
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bootstrap
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liquidity
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price range
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