Pages that link to "Item:Q1739639"
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The following pages link to Semiparametric estimation of the bid-ask spread in extended roll models (Q1739639):
Displaying 6 items.
- Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
- On the computation of LOT liquidity measure (Q1667885) (← links)
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- New moment estimators of the effective spread based on daily high and low prices (Q2287378) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)