EXcess Idle Time
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Publication:4614985
DOI10.3982/ECTA13595zbMath1420.91539OpenAlexW3123577525MaRDI QIDQ4614985
Davide Pirino, Roberto Renò, Federico M. Bandi
Publication date: 1 February 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta13595
Related Items (7)
Measuring market efficiency: the Shannon entropy of high-frequency financial time series ⋮ Statistical inferences for price staleness ⋮ Systematic staleness ⋮ Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices ⋮ On Bivariate Time-Varying Price Staleness ⋮ A closed-form formula characterization of the Epps effect ⋮ Managing liquidity with portfolio staleness
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