Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:08, 2 February 2024
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)
0 references
24 August 2017
0 references
bid-ask spread
0 references
Roll model
0 references
semiparametric identification
0 references
latent variables
0 references
multivariate
0 references
