New moment estimators of the effective spread based on daily high and low prices (Q2287378)
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scientific article; zbMATH DE number 7153887
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| English | New moment estimators of the effective spread based on daily high and low prices |
scientific article; zbMATH DE number 7153887 |
Statements
New moment estimators of the effective spread based on daily high and low prices (English)
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20 January 2020
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asymptotic property
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bid-ask spread
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liquidity
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price range
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volatility
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0.7931089401245117
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0.7517703175544739
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0.7328048944473267
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0.6969218850135803
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0.6967275738716125
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