Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric identification of the bid-ask spread in extended Roll models |
scientific article |
Statements
Semiparametric identification of the bid-ask spread in extended Roll models (English)
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24 August 2017
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bid-ask spread
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Roll model
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semiparametric identification
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latent variables
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multivariate
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