A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A closed-form quasi-maximum likelihood estimator of bid-ask spread |
scientific article; zbMATH DE number 7545794
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
21 June 2022
0 references
bid-ask spread
0 references
quasi-maximum likelihood estimation
0 references
high-low range
0 references
overnight adjustment
0 references
0.8218444585800171
0 references
0.8062851428985596
0 references
0.7899925112724304
0 references
0.729915201663971
0 references
0.7229664325714111
0 references
