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Statistical inferences for price staleness - MaRDI portal

Statistical inferences for price staleness (Q2190239)

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scientific article
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English
Statistical inferences for price staleness
scientific article

    Statements

    title
    Statistical inferences for price staleness (English)
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    author
    Aleksey Kolokolov
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    Giulia Livieri
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    Davide Pirino
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    publication date
    18 June 2020
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    zbMATH Keywords
    average staleness
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    instantaneous price staleness
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    liquidity
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    zero returns
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    stable convergence
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    Identifiers

    zbMATH DE Number
    7213063
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    OpenAlex ID
    W2900901986
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