Dynamic autoregressive liquidity (DArLiQ)
Christian M. Hafner, Oliver B. Linton, and Linqi Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Hafner, Christian M. ; Linton, Oliver ; Wang, Linqi |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 774-785
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| Subject: | Kernel | Nonparametric estimation | Semiparametric model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nichtparametrische Schätzung | Core | Liquidität | Liquidity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2238790 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053465