Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639)
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scientific article; zbMATH DE number 7048313
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| English | Semiparametric estimation of the bid-ask spread in extended roll models |
scientific article; zbMATH DE number 7048313 |
Statements
Semiparametric estimation of the bid-ask spread in extended roll models (English)
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26 April 2019
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bid-ask spread
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roll model
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semiparametric estimation
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empirical characteristic function
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latent variables
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0.8633663654327393
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0.7931089401245117
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0.7341895699501038
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0.7239376306533813
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