New moment estimators of the effective spread based on daily high and low prices (Q2287378)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New moment estimators of the effective spread based on daily high and low prices |
scientific article |
Statements
New moment estimators of the effective spread based on daily high and low prices (English)
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20 January 2020
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asymptotic property
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bid-ask spread
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liquidity
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price range
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volatility
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