Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543)
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scientific article; zbMATH DE number 6763806
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semiparametric identification of the bid-ask spread in extended Roll models |
scientific article; zbMATH DE number 6763806 |
Statements
Semiparametric identification of the bid-ask spread in extended Roll models (English)
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24 August 2017
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bid-ask spread
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Roll model
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semiparametric identification
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latent variables
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multivariate
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0.9748241
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0.8656368
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0.8546122
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0.84503925
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0.82925177
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0.82463634
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0.8246207
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0.8227922
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0.81976223
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0.8155969
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