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On the computation of LOT liquidity measure - MaRDI portal

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On the computation of LOT liquidity measure (Q1667885)

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scientific article; zbMATH DE number 6929850
Language Label Description Also known as
English
On the computation of LOT liquidity measure
scientific article; zbMATH DE number 6929850

    Statements

    title
    On the computation of LOT liquidity measure (English)
    0 references
    author
    Wandi Zhao
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    Mingjin Wang
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    publication date
    31 August 2018
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    zbMATH Keywords
    liquidity
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    LOT model
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    estimation
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    simulation
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    Identifiers

    zbMATH DE Number
    6929850
    0 references
    OpenAlex ID
    W3126076808
    0 references
     
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