A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874): Difference between revisions
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Latest revision as of 10:36, 29 July 2024
scientific article; zbMATH DE number 7545794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form quasi-maximum likelihood estimator of bid-ask spread |
scientific article; zbMATH DE number 7545794 |
Statements
A closed-form quasi-maximum likelihood estimator of bid-ask spread (English)
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21 June 2022
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bid-ask spread
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quasi-maximum likelihood estimation
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high-low range
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overnight adjustment
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