Asymptotic comparison of three spread estimators based on Roll's model (Q2159623)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic comparison of three spread estimators based on Roll's model |
scientific article |
Statements
Asymptotic comparison of three spread estimators based on Roll's model (English)
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2 August 2022
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asymptotic property
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bid-ask spread
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bootstrap
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liquidity
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price range
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