Asymptotic comparison of three spread estimators based on Roll's model (Q2159623): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2019.03.044 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2923671869 / rank | |||
Normal rank | |||
Revision as of 22:13, 19 March 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)
0 references
2 August 2022
0 references
asymptotic property
0 references
bid-ask spread
0 references
bootstrap
0 references
liquidity
0 references
price range
0 references
