Asymptotic comparison of three spread estimators based on Roll's model (Q2159623): Difference between revisions

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Latest revision as of 21:37, 14 August 2024

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Asymptotic comparison of three spread estimators based on Roll's model
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    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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